hmm... can you import it manually without any errors like so:
computer:~ prock$ python
Python 2.6.4 (r264:75706, Oct 30 2009, 13:50:05)
[GCC 4.2.1 (Apple Inc. build 5646)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import yaml
>>>