You may need to run the latex and bibtex commands two or three times to make sure labels take as well.
I usually run something like: latex file.tex latex file.tex latex file.tex bibtex file bibtex file !!! Make modifiation to file.tex here using file.bbl latex file.tex latex file.tex latex file.tex dvips -t letter -Ppdf -o file.ps file.dvi ps2pdf file.ps LyX is such a godsend, people don't know how terrible the old school ways are.
