and the pdfscreen2.sty in \usr\share\lyx\tex
Is the above path defined in your texmf.cnf file? (you can find where this file is located by running kpsewhich texmf.cnf).. you probably want to put it in your localtexmf directory (say, for e.g. at /home/username/texmf/tex/latex/pdfscreen/ or so).. take a look at Help -> Customization -> 5.1 in LyX...
Hopefully this will do it..
nirmal
