My dogs have never yelped from the prong collar. Are you doing a quick "pop" of pull?
At training I learned a balanced way to "pop", I was being wimpy, so the trainer encouraged to to try harder, but not to the point where the dog yelps. But I'm not there to see if your dog is being dramatic or not.
Are you placing the collar high on the neck, below the ears? I remember seeing Leerburg instructions on how to place the prong, they may also have videos for using them.
Other than the prong, you could try a spray bottle, at least that is what I do for unwanted cat behavior. Sorry no other ideas, our dog grew out of this quickly.
If your dog is jumping on you, say when you come home, we just learned to get down low, to her level, or she's allowed on the couch, so we direct her to the couch where we could all sit comfortably and get a happy hello.