It seems that the reason you can't use extended characters (like e with
two dots over it) in prosper with lyx is that you need to load the
package called "times" (for example) before "fontenc". Apparently if you
don't do that you only get the "cmr" fonts (which don't include accents?)
So I manually edited the .tex to put
\usepackage{times}
before
\usepackage[T1]{fontenc}
I don't know how to fix lyx to do that.
Cheers,
Raphael