The yellow colour is due to change in the pH towards acidity of the less than pH 6.0. Bromophenol blue is an efficient pH indicator and is blue at pH of 7.4 or more. So the change you observe is due to the alteration in pH of the dye due to basicity of transfer buffer.
Please check pH of your loading buffer. You can add a fe microlitres (2 or 3) of Tris pH 9.0 or so to bring back to blue colour.
Agree with Santosh above. In fact, I am surprised that you have migration of the protein during DSD-PAGE at the acidic pH as indicated by Bromophenol Blue Dye indicator color. You have to make sure that your sample with the sample buffer is blue color which indicates the correct pH for SDS PAGE experiment - It should be around pH 8.5 and at that pH, your proteins will migrate away from the well and resolve during SDS PAGE.