Problems like Josep has are caused by non ASCII characters (notice the "í") in the path used by Lyx. Lyx isn't able to open any of the viewers (no PS, no DIV, no PDF). Not easy to identify...even less easy to solve.
Also sometimes acrobat reader opens but doesn't load lyx documents. Try to change the pdf converter (Tools>Preferences>File handling>file format>Default output format) to other than pdflatex..ps2pdf works fine with me. Hope it's useful
