Myriad Pro is an Open Type Font and, as the following discussion suggests, Open Type Fonts are not supported before Java 7: http://www.java.net/node/690921. Since the default yEd installer comes with Java 6, you have to delete the bundled version and install version 7 separately. In detail, delete the folder 'jre' from 'C:\Program Files (x86)\yWorks\yEd', download the 'Java SE Runtime Environment 7u3' from Oracle (or any more recent version) and install it.