I've got several confirmed reports that PRET does in fact work with Yummy.
What might be happening is you're going into Active mode FTP, which doesn't work with PRET. To fix this, edit your Bookmark and ensure the 'Use passive FTP' checkbox is enabled. If that doesn't fix the problem, take a look at the transcript (View -> Show Transcript) and copy the last few lines (including the PRET command, of course) here so I can see what happened.
