I ran these commands from terminal to install the yui compressor:
Mac osx:
brew install yuicompressor
ln -s /usr/local/Cellar/yuicompressor/2.4.7/libexec/yuicompressor-2.4.7.jar ~/htdocs/symfony/app/Resources/java/
ubuntu:
sudo apt-get install yui-compressor
Anyway, would still like to know what to do with the files from https://github.com/yui/yuicompressor