1) Regarding a yrn at the beginning of a row I would try doing just a yo as shown in the first link provided by GrumpyGramma. If that doesn't work and you have to do a yrn I would do the following.
For yrn followed by P1: lay yarn over the top of the right needle, going away from you, and then bring the yarn back under the needle towards you, but infront of itself.
For yrn followed by K1: place right needle on top of the yarn (with the yarn going away from you) bring the yarn over the top of the needle towards you and the take it back under the needle going away from you but in front of itself.
In both cases you may need to do a bit of 'jiggery-pokery' to hold the needles, but the yrn should then be 'self-anchored' with the yarn in the correct postion to do the required K or P stitch.
2) The short answer is that a yon only goes half way round the needle but a yrn goes all the way round.
I don't know the technial reason (something to do with purls needing a little bit more yarn than knits, I think), but if one trys to do a yon from a knit to a purl there isn't enough yarn and it pulls tight making it difficult to work the resulting 'stitch' on the next row.
I presume this is British pattern you're working from. American patterns will just tell you to do a yo and let you decide how to get there, but British patterns will tell you how to get there.