It would be nice if there was an option to decide if SQLyog should install for "all users" og "current user only". As of now it does the latter.

I know I can just copy the .lnk file from "documents and settings\my folder" to "documents and settings\all users folder". But at times when beta's are coming frequently it's somewhat annoying when you use more user profiles on the same computer.

I would not allow average users to get near of any SQLyog betas, but the idea is great!

I have forwarded the issue to my build team. I think we need to change our NSIS (installer) script

That certainly must not a be big deal! If you change your installer anyway, you could perhaps move the log files and personal folder out of SQLyog's install folder because we prefer to install all programs to Program Files folder but in an enterprise environment most users have only limited access to that folder!