This happens most often because your customer has created a new Yell account to leave the review but has not verified their email address. To prevent review spam, and unverified reviews on your business listing we require everyone who leaves a review to verify their email address. 
When your customer signed up for a Yell account, they will have received an email with a verification link. All they need to do is find this email (check any junk folders) and click the Confirm Email button (indicated by the red arrow below.) This will release their review from a pending state and the review will shortly be published on your Yell listing. The email looks like this:

If your customer cannot find this email, they can request it is resent. Simply ask them to go to and ask that they login. They will then see the following page, where they can click 'Verify' (indicated by the red arrow) to resend the verification email. Then they just click the button as described above and the review will be published.