Btw. It's one of LyX's strengths that you can use every kind of image formats directly in LyX - there's no other text program who can do this. When I want to advertise LyX this is a killer argument, because users don't want to convert images from various sources to a certain format to be able to use it in a text program.
This is perhaps unrelated. The biggest advantages of SWP, according to one of my friends, is that one can paste windows wmf figures directlry to SWP. I do not know how SWP is handling that, but from what I searched last time, there is no usable WMF->whatever converters. Bo