The cruise control on my 1993 Yukon is hard to engage and sometimes jumps right back out after it does engage. Can you give a reason for it doing that?

There are a few things that can cause it. One which may sound stupid is actually valid on a lot of cars - if you have a burned out brake light bulb, some cars will not allow the cruise to be set. Make sure all of your bulbs are working right.

You could also have a failure of the cruise control buttons. On my Audi, the cruise control is on a stalk on the column, and is known to overheat and fail. A search of the internet should reveal if this is a known issue on your model year Yukon. Search "cruise control failure Yukon" and see if something comes up - chances are there is information out there that will tell you if this is something that is typical of your vehicle.