As he has the floor, Sessions admonishes Ms. Yates repeatedly that she has the responsibility to say "no" to a President. From his explanations and context, it's clearly an effort by him to put checks on then-President Obama. She explains her belief in the rule of law and was confirmed.
It was this same Sally Yates who yesterday followed Session's forceful position and her own and indeed said "No" to Trump over his Executive Order on immigration (an order that had also been blocked by several federal judges) -- and was fired for her actions. Meanwhile, Sessions himself today during his own confirmation hearing wouldn't commit to not impeding the investigation on Russian interference in the election.
His specific question about saying "no" to the President comes at the 2:00 mark.