Well, this is almost certainly a low-level Java/operating system problem. I doubt there is anything that can be done about this problem in yEd. The only workaround I can think of is startting yEd manually with your system-level Java installation:
/System/Library/Java/JavaVirtualMachines/1.6.0.jdk/Contents/Home/bin/java -jar /path/to/yEd.app/Contents/Java/yed.jar
where /path/to/yEd.app is usually /Applications/yEd.app.
