Hi,
I didn't find a bug report page so I thought posting it here is better than not posting it at all.
I use yEd 3.8 under Mac OS Lion (10.7.2)
When I want to save a new *.graphml and click on "New Folder" and press "esc"-button yEd creates a folder with the name "UninitializedValue" and changes the directory to it.
Hope this is a little contribute to an already amazing product. Thanks yWorks!