Natbib options in Lyx with embedded bibliography

[E.Kaplan]

When I embed a bibliography in the Lyx file itself (using the .AUX or 
.bbl file), and then click on a citation reference in the Lyx file, I do 
not get the option to choose a citation style, as I do when I call the 
citation from a bibtex database.  I am using natbib (author-year), and 
indicated that in the Document Settings.
How do I regain the ability to choose the citation style?
Thanks,
EK