Dave,
I've just installed the windows port for lyx. I can't view or export output in dvi, ps, pdf. View > DVI gives me an empty tex file. When I build the tex file manually or with TeXniC everything is fine so I presume my miktex is working as it should. Multiple runs of Edit > Reconfigure don't help. Edit > Preferences > Converters shows latex $$i for the latex to dvi converter. Any ideas, anyone?
If you have not done so already have a look at the wiki page:
http://wiki.lyx.org/pmwiki.php/LyX/WindowsSetup
The step by step setup found on this wiki page is a good, tried and tested method of getting Lyx up and running on XP.
There are issues for Windows users of Lyx with the configure script and SED.exe for which solutions can be found on this page.
Hope it helps - get back to list if not
Rob S
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R D Saunders