The first period saw the Millionaires sandwich a lone Yorkton goal between two of their own to lead 2-1 after 20-minutes.
Enrique Fontes scored at 7:45, Nicolas Samson at 9:24 for Melville while Clay Sliva potted the lone Terrier goal of the frame at 8:30.
Melville scored first in the second period at 5:33 to give the home side a 3-1 lead.
The Terriers then caught fire with three straight to lead 4-3 after 40-minutes.
The Yorkton goals were scored by Colby Vrani, Zach McIntyre on the powerplay and Tanner Sklaruk.
In the third McIntyre was back for his second of the game scoring at 14:08, with Tyson Janzen making it 6-3 Yorkton at 14:35.
Ryland Maier added a short-handed effort for Melville at 18:22 to wrap up scoring in the 6-4 contest.
Kael DePape was in the Terrier net facing 33 shots for the win.
Jared Thompson took the loss facing 40 shots in the Melville net.
The two teams will meet again Saturday at the Westland Insurance Arena in Yorkton.