The yield behavior of concentrated carbonyl iron magnetorheological fluids (MRF) is investigated measuring the normal force during shear flow in a plate-plate controlled-stress rheometer. For high enough external magnetic fields, a positive normal force is obtained below the yield point. This result is not explained using affine deformation chain models. However, the assumption of gapspanning particle chains and spheroidal aggregates of spheres predicts not only a positive normal force but also a maximum if we plot the normal force as a function of the strain, a result also found experimentally. The field dependence of the normal force suggests the existence of a threshold field, likely associated to the formation of gapspanning structures in the MRF. Another possible explanation for the maximum in the normal force lies on the phase transition from homogeneous to layered structures with cylindrical symmetry in the suspension. Steady-state and oscillometry studies show that the maximum in the normal force is associated to the onset of flow, most probably due to the fact that at that moment the aggregates no longer link the plates. We also find that the yield stress obtained from the extrapolation of the rheogram to zero shear rate is above the one predicted by dynamic investigations.