Qui-gon jinn didn't know how to become one with the force when he died. He came back from the force as a force aspirition to further train OBI-Wan. Yoda knew this secret probably for the better portion of his life, since vader betrayed Obi-wan before the secret was taught out, vader was unable to become a force appirition upon his imediate death. However he does learn to do so from qui-gon after he abandoned the darkside by killing himself and palpatine to save luke. Yoda mentions this at the end of episode 3 revenge of the sith.
Further answer: Qui-Gon was the one to discover this idea, and in some drafts of the script it is mentioned he learned it from the Whills, a group Lucas has yet to further explain. Although his body does not disappear--possibly because he was not yet ready to join the Force--his presence still remained in the Force, which he uses to later train Yoda and Obi-Wan in. Unfilmed portions of the Episode III script (and parts of the novelization) detail how Yoda begins his training to become one with the Force shortly before the end of the story, and it is implied in other books that Obi-Wan also learns this during his exile while watching Luke. Also, Lucas has stated that Anakin Skywalker's body does disappear after he dies in Return of the Jedi, and that Luke is in fact burning the empty armor of Darth Vader.