Method not called when using yield return

I'm having a little trouble with a method in which I use yield return this doesn't work...

public IEnumerable<MyClass> SomeMethod(int aParam)
{
    foreach(DataRow row in GetClassesFromDB(aParam).Rows)
    {
        yield return new MyClass((int)row["Id"], (string)row["SomeString"]);
    }    
}

The above code never runs, when the call is made to this method it just steps over it.

However if I change to...

public IEnumerable<MyClass> SomeMethod(int aParam)
{
    IList<MyClass> classes = new List<MyClass>();

    foreach(DataRow row in GetClassesFromDB(aParam).Rows)
    {
         classes.Add(new MyClass((int)rows["Id"], (string)row["SomeString"]);
    }

    return classes;
}

It works just fine.

I don't understand why the first method never runs, could you help me in understanding what is happening here?