I'd like to emphasize that in order to install the rpm, you need to
have rpm-2.5 or later. Otherwise the installation does not work
properly, because the variable RPM_INSTALL_PREFIX is just not known to
rpm, and it is used by the rpm to configure lyx on your system after
installation.
A typical error you might get using an older rpm is something like
/share/lyx: directory does not exist.
The rpm coming with RH 5.2 works as it should (it is rpm-2.5.5-5.2).
The lyx.README does warn you about obtaining the right rpm...
Mate