Currently in Lyx 1.5.5 (5/12/2008) windows version, commands to switch to the cjk-environment are hardcoded in Lyx by adding "\usepackage{CJK} " in preamble, and adding "\begin{CJK}{GBK}{}%" and "\end{CJK}" in the beginning and the ending of the document. This maybe handy for some people not familiar with Latex. However, I prefer to use "\begin{CJK*}{GBK}{kai}" and "\end{CJK*}" instead. {CJK*} is better than {CJK} I think. So I suggest that in later versions of Lyx, this can be configed by user. A possible way is: by default, the hardcoded commands are added when user chooses CJK; but user can disable this and add other preferrable commands. Note: currently, user can add commands to use a language package in the "menu"->"toos"->"Preference"->"language settings"->"language", but they are not used when user chooses CJK.
Regards, Steadycookie