I use a program called "highlight" to highlight the source code, and all this
is done by adding an external template (insert -> external template)
In the file .lyx/external_templates I add
Template CppKod
GuiName "[C++ $$Basename]"
HelpText
Snyggar till C++ kod
HelpTextEnd
FileFilter "*"
ViewCommand "nedit $$FName"
EditCommand "nedit $$FName"
AutomaticProduction true
Format LaTeX
Product "{\\small \\input{$$FName.tex} }"
UpdateCommand "highlight -A -L -t 4 -I -S cpp -f -r -q
$$FName -o $$FName.tex"
UpdateResult "$$FName.tex"
FormatEnd
TemplateEnd
and it works quite well for me. Dynamically also!