I suspect this is already known, but I figured a message couldn't hurt. The following happened on the windows-port of lyx 1.3.5 (on win 2000).
1) Start lyx 2) start a new default document 3) type a character (or whatever) 4) hit return 5) choose insert-index entry from the menu (yes I know this doesn't make sense) 6a) wait some seconds and lyx crashes (here at least) 6b) or quickly cancel the dialog and click with the mouse in the final line/paragraph of the document, crash I see no messages in the accompanying console window before it is closed automatically. cheers, sven