I had one like that too, I dug mine up and posted it to a friend who has two big dogs and sniffs hers hands, she made it all better and posted it back..you can find her at
http://uk.groups.yahoo.com/group/Answerbook/
I hope things work out well for you.
oooh brawburd you are wicked. I suggest you get a red pen and draw a smiley face on each leaf - that'll cheer it up. Either that or post the plant to a Barbados beach
It could be suffering from a condition called 'yuccachoo' This is caused if you sneeze too many times near your yucca. The only known cure is if you finely chop a hard boiled egg and place it around the roots. You could always talk to it really nicely and hope it perks up, but unfortunately this doesn't work every time. Good luck.