Angus Leeming wrote: 
>
> Lyx file attached. Should enable you to modify to suit.

Using an array is not a good solution, because the size of the subscript
will be wrongs.

Paul Smith wrote:
> 2. write:
> 
> \[
> \sum_{\substack{0<a<n\\
> 0<b<m}
> }a*b\]
> 
> 3. highlight what you have just written;
> 
> 4. convert it to mathed mode by then selecting Insert->Math->Inline 
> Formula or the appropriate shortcut (M-c m) if using emacs-style bindings.

This is the correct solution, but it can be typed directly in the math editor:

  \sum <space>
  _\substack <space>
  0<a<n <ctrl+enter><down>
  0<b<m <right><right>
  a*b

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