It is not a SQLyog issue, but an issue with the Microsoft text-ODBC-driver. It is
the same issue as described here: http://www.webyog.com/faq/28_73_en.html:

And in most of continental Europe (where the comma is used for decimal notation - ie: "4.123,7" instead of English notation "4,123.7") it is a de facto convention to use semicolon and not comma!

This is also true for the Microsoft text-ODBC-driver that comes with localized versions of Windows in countries using "," (comma) for decimal notation, that it assumes the use of ";" (semicolon) and not "," (comma) for field separator within the CSV-file. If your CSV-file(s) use(s) "," (comma) and if you have such localized Windows you must 'search and replace' the comma with a semicolon. There are lots of freeware and cheap shareware editors and other tools available that can do that - also with multiple files at a time.