> I tried different version of lyx for Windows on serveral computers (all
> Windows 2000), but experienced always the same problem.

What different versions? You should use the latest available version only!

> The first time I start lyx everything is ok, but it is not possible to
start
> it again later. The program terminates without error report.

Open a bash shell (Startmenu->Cygwin). Set your environment manually like it
will be done in /etc/lyxprofile, i.e. enter:

    export DISPALY=127.0.0.1:0.0
    export HOME=/cygdrive/x/YourHomeDirectory

Then start your X-server manually and enter 'lyx' on the command line. Lyx
now will be called directly (like using lyxwin32.exe) but all error message
can be viewed in the bash window.

This should give you a hint what's going wrong on your system.

Claus


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