> \newcommand\UnderscoreCommands{\do\includegraphics}
> \usepackage[strings]{underscore}

This one works. Thanks.

BTW, maybe we should use 0-directory-filename instead of
0_directory_filename? This problem may or may not qualify as a bug but
the fact is that a latex file that can be compiled directly may not
work in lyx.

Cheers,
Bo

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