You can download the paper class from ctan.org:
http://ctan.org/tex-archive/macros/latex/contrib/paper/.
Info about how to install it in LaTeX and then get LyX to recognize it
is in Ch 5 of the Customization manual. The koma-script article class
may also serve you well. It's very customizable. If you want to explore
the other classes, you can also find them at CTAN.

As for your other question about \thispagestyle{empty}, yes, this is a
LaTeX matter. Serious customization, beyond what LyX offers, always
involves ERT and therefore LaTeX. The best reference is the /Guide to
LaTeX/, and if you want to get really serious with customization, /The
LaTeX Companion/. You should also have lots of documentation on your
machine that installed with LaTeX. The teTeX documentation (teTeX is the
standard *nix distribution, but most of what's there will apply more
widely) is also on the web, at:
http://www.math.upenn.edu/tex_docs/newhelpindex.html.
There's a good OSX LaTeX clearinghouse at:
http://www.esm.psu.edu/mac-tex/,
which has some links to LaTeX documentation, as well.

Richard

jesse mejia wrote:
> In fact I do see a class called 'paper' and a lot of other things that
> look worth checking out, "apa" etc. unfortunately in my installation
> (osx) they all say 'Unavailable:' in front of em. Can someone point me
> to a howto about installing new document classes, or making available
> those that are unavailable in my installation? Thanks,
>
> Jesse

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