That's why they're known in the off road community as "Gov-BOMBS"...
I'd definitely have your's checked by the stealership, sounds like the locker may have some issues...as was said, it operates on a "one wheel spins 100rpm+ more than the other" principle, a weighted mechanism falls and locks the rear end up...unfortunately, this design can lead to dramatic failure if it tries to lock up under massive torque loads!
If you are really into off roading your Yukon, I'd look into something a bit better. If you are just an occasional wheeler who dos 99% street driving, then go with a limited slip posi type "locker" (although they're really not that great at the "locking part" in tough terrain), or do a selectable locker like an ARB Air Locker or an Electric locker. I'd suggest avoiding the Detroit Locker since they are not ideal for a truck that sees a lot of pavement driving (the constant clanks and bangs wears on you fast - every time I drive the old K5 on the street with the Detroit, it's an adventure!)
Anyways, long story short, have it checked out...shouldn't be snapping at you on the highway unless you're doing full on burnouts or something! :thumbsup: