Hello,
I have uploaded the binaries and sources of a new bug-fixed CJK-LyX-1.1.4 at the CJK-LyX ftp site, ftp://stone.phys.pusan.ac.kr/pub/CJK-LyX. You can grab the most recent one, there. With this CJK-LyX, you can export lyx file with multibyte characters to sgml file. --cghan