Hi Miki, Attached are several solutions I found (all are ERT) for your problem. I also got an error from your file, but a slightly different one.
You can probably put the \newcommand in the preamble, but I haven't tried that. Hope this helps Amir. P.S. When I compiled your file I got gibrish in the combined english-hebrew paragraph. If you also get this, then got to Layout->document, then to the language tab, and change encoding to default (thanks to Dekel Tsur for this).
#LyX 1.2 created this file. For more info see http://www.lyx.org/ \lyxformat 220 \textclass article \language english \inputencoding default \fontscheme default \graphics default \paperfontsize default \spacing single \papersize Default \paperpackage a4 \use_geometry 0 \use_amsmath 0 \use_natbib 0 \use_numerical_citations 0 \paperorientation portrait \secnumdepth 3 \tocdepth 3 \paragraph_separation indent \defskip medskip \quotes_language english \quotes_times 2 \papercolumns 1 \papersides 1 \paperpagestyle default \layout Standard \begin_inset ERT status Collapsed \layout Standard \backslash newcommand{ \backslash angstromA}{ \backslash mathrm{ \backslash AA}} \end_inset \layout Standard \begin_inset ERT status Collapsed \layout Standard \backslash newcommand{ \backslash angstromB}{ \backslash mathrm{ \backslash r{A}}} \end_inset \layout Standard 100 \begin_inset ERT status Collapsed \layout Standard \backslash AA \end_inset \layout Standard \lang hebrew ωμεν \lang english 100 \begin_inset ERT status Collapsed \layout Standard $ \backslash textrm{ \backslash AA}$ \end_inset \begin_inset Formula $\angstromA $ \end_inset \begin_inset Formula $\angstromB $ \end_inset \the_end