I uninstalled LyX, wiping the User Preferences as well, and then
reinstalled with LyXWinInstaller-small.
Overall, I got no error message about a backup like before when trying to
save, so it was definitely something that had been retained in the User
Prefs (probably partially why Uwe recommended blasting them with the
reinstall). So, Enrico, I think this means no bug problem.
My User Prefs had indeed disappeared with the reinstall... the Backup
directory path was empty in Tools -> Prefs -> Paths (though honestly I
don't ever recall setting a path before, so perhaps there was a default for
this path in the previous version of -- .\LyX 1.5.1\backup --, and now it
comes blank?). The default apparently is for Backups to be "on", as it was
set for 5-min backups with the reinstall. With no path specified, where
would they go? A file with an ending tilde (.lyx~) appeared in the current
working directory after 5-min with an open document, but a #...# file was
also there temporarily (I think it appeared earlier). The #...# file went
away after I saved and closed LyX; the '.lyx~' file did not.
Dave Hewitt