How long have you been trying to pick this lock? I gave up on picking a couple of times because I had a lock that was just too hard for me at the time, but I got it in the end and I was able to pick it in 10 seconds flat every time after that... just stick at it, I know it's frustrating but you will get the hang of it.
Assuming it's an actual Yale lock and not just a "yale style cylinder", you have to keep in mind that even their standard rim cylinders contain at least 2 spool pins... all their padlocks contain spools aswell and if you're not aware of how to deal with these pins you won't be able to pick it. Don't panic though, they're easy to identify and setting them is a breeze - you just need to know how, so look into that and go back to it again. If it's a kitemarked cylinder you may want to just try another lock and work your way up to it, as those are more well-machined and contain 3-4 serrated pins.
Now then, if it's a yale copy with all standard pins such as Bird, ERA, Sterling etc. and you're wondering why I'm droning on about that stuff cos that's not why you're having trouble, I offer you this... you could just have one with a crazy pin configuration. The bitting can determine how easy/difficult the lock is to pick; even the simplest of locks can become a nightmare if the pins are all over the place. Do you have a pic of the lock to hand? If so, put the key beside it aswell and let us be the judge. If it's not the bitting and it's not spools, then it's just a matter of working on your technique.
And trust me, if you want to pick as a hobby you won't get any fun out of using a pick gun. You'll get bored and toss it in the drawer after you pick a few locks with it, or worse yet it could just be a matter of not tensioning correctly and in that case you'll just be wasting your money. They're not magic tools and in all honesty if you haven't successfully picked a lock manually you probably won't be able to use one of those either. Get working on that technique!
