> You have to add that path to Tools->Preferences->Paths->PATH prefix... > pay attention to use posix paths...
Thank you very much :-) Meanwhile I succeeded. My path from the default Texlive Cygwin Install was /usr/local/texlive/2010/bin/i386-cygwin Then I made Tools->Reconfigure and rebooted Lyx. Now I made Tools->TeX Information and checked "Show Path" Now there was still shown the old path: /usr/share... Now I had to press button "Rescan". Then I really get the new path /usr/local/texlive... (That was my Problem: I always omitted this step because I thought intuitively that Tools->Reconfigure would do everything)