> Do you use natbib, or some special bibliography stuff?

No. And I have tried changing bib styles, makes no difference.

Also, I should mention, I actually get 5 errors. The one I quoted in my 
initial message is only the first. Then I get another error

Missing number, treated as zero.
 ...s~\cite{Kosaka1998,Kosaka1999b,Baba2002b}.
                                                  
A number should have been here; I inserted `0'.
(If you can't figure out why I needed to see a number,
look up `weird error' in the index to The TeXbook.)

and another

Missing \endcsname inserted.
 ...s~\cite{Kosaka1998,Kosaka1999b,Baba2002b}.
                                                  
The control sequence marked <to be read again> should
not appear between \csname and \endcsname.

And a couple more like this last one. 

And for André, my bib file contains no underscores at all. 

Oh, and I am using lyx 1.3.3.

Alex.

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