The termination implant was a device attached to the brain stem of Vorta operatives of the Dominion. It was triggered by hand with a gesture that applied pressure with the index finger behind the right earlobe and the thumb under the jaw. When the device was activated (voluntarily) by the owner, it caused near-instant, painful death (though the Founders told the Vorta that death would be painless, this was proven not entirely true). Its purpose was to prevent Vorta – and the strategic information they possessed – from falling into enemy hands.
During his attempt to defect to the Federation in 2375, Weyoun 6 activated his termination implant in order to force the Jem'Hadar away from the USS Rio Grande, the runabout he was aboard with Odo. (DS9: "Treachery, Faith and the Great River")
Presumably Yelgrun had a termination implant as well, but for some reason decided not to activate it. It was known that Keevan chose not to commit suicide.