pstricks package allows this.

First load pstricks pkg and experiment a little to 
get used to what you can do.

In the final doc.  What I do is follow these steps.

1.  overlay a psgrid i.e. put an ert \psgrid somewhere
at the bottom of the page 
2.  produce the pdf and look at the output to see the
coordinates. 
3.  based on the coordinates in step 2, add the ert
pstricks command to produce the lines in the
appropriate locations.
4.  remove the grid command

Good luck.    

--- Paul Smith <[EMAIL PROTECTED]> wrote:

> Dear All
> 
> I have a few tables in the same page, and I would
> like to add some
> arrows linking certain cells between different
> tables. Is that
> possible with LyX/LaTeX?
> 
> Thanks in advance,
> 
> Paul
> 


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