This is a problem with either the DVI viewer or your LaTeX implementation; it is external to LyX. Judging by the error message, it appears that (a) you are on some flavor of Windows (happens to even the best of us at times) and (b) you are using TrueTeX rather than the more common (on Windows) MiKTeX. It's possible there are some TrueTeX users on the list, but you're best bet is probably to look for whatever help forums TrueTeX might offer.
Good luck, Paul
