On my system, selecting Layout->Document->Document Class: article(IEEEtran) works just fine. This requires that your Latex system has the IEEEtran document class. If you don't have it, install it and run Edit->Reconfigure. You may check your Latex configuration (Help->Latex Configuration), for what you have installed, but this does not work under Windows yet. (There is a patch on Wiki, however).
HTH Ekkehart
