M.R.
Yogurt isn't like most other milk products. In fact, for the lactose intolerant, yogurt is usually on the list of things they can have.
However, are you using yogurt with live or active cultures or yogurt without cultures in it?
If you are using it with live cultures, until a colony successfully establishes itself in the body, gassiness and diarrhea is pretty common. These cultures will actually help the body digest and process foods better than it could on it's own. If you are using non-cultured yogurt, then that in itself could be causing the problems. The cultures in yogurt will break down the lactose so a yogurt without it is just introducing lactose into the system without a way to digest it properly (for the lactose intolerant).
Ask your doc if he wanted yogurt with live cultures, or inert cultures. Chances are that your baby just needs time to get used to it either way.