The extended features guide it is said:

It is possible to set up cross-references between the different files.
First, open all the files in question: let's call them A and B in a two
file example, where B is included in A. Let's say you insert a label in
A, then want to reference it in B. Switch to A, then select
Insert->Cross-Reference. Now switch the document to B without closing
the cross-reference popup. Insert the cross reference and you are done!
When you preview file A, everything is properly included and labeled. If
you accidentally close the popup, then reopen it while you are in B, you
will only see B's labels. This whole procedure is perhaps a bit
counterintuitive (it has even been called a bug), but it does work.

I have tried this, but if I open the cross-reference popup in A and then
I switch to B, the cross-reference popup does close automatically!
How can I do? And is it possible to insert citation references too?
My LyX version is 1.1.6 fix3, built from sources.
Cheers
-- 
A presto,
    Davide Cavallari
Hear about the young Chinese woman who just won the lottery?
One fortunate cookie...

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