The protocol version 9 is used by MySQL 3.22 and earlier. The current version of SQLyog supports 3.23.x and above. To use it with 3.22 we have to provide you with a special build of SQLyog. Registered users can request such copy from support@webyog.com.
We can't guarantee that it will be the latest version of SQLyog.
The 'opposite' error message appears if you try to connect from an application with a connector (for instance an ODBC-driver) that is too old too be used with the actual MySQL version.