Mohsin Mohd Sies wrote:

I wonder if cygwin's latex packages is conflicting with Miktex? (Newbie's
suspicion)

It seems so. The console messages don't help. Could you deinstall cygwin (or if this isn't possible cygwin's LaTeX-packages), restart your system and try to install with the Installer from

http://wiki.lyx.org/Windows/LyXWinInstaller
(download the latest version directly from the project homepage)

regards Uwe

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