Simple bibtex question

[robin]

I'm rewriting a booklet using bibtex for my bibliography.  It comes out
fine in the plain style (and also works with the other styles that come
pre-installed) but I need it in MLA style.  I've downloaded the mla.sty
file into .../texmf/bibtex/bst/base but when I invoke it from LyX, I get
no bibliography at all.  Is there something else I should be doing?

Thanks,

Robin