I think that this depends on what bst you are using.
In the past I have put "\usepackage [authoryear,round] {natbib}" in my preamble but there may be a better way to do it in new versions of lyx. These days I use the harvard package which uses round as standard.
But Harvard won't do APA - it's too simple and logical ;-)
Robin
-- "The raisins may be the best part of a cake, but that doesn't mean that a bag of raisins is better than a cake." - Wittgenstein
Robin Turner IDMYO Bilkent Univeritesi Ankara 06533 Turkey
www.bilkent.edu.tr/~robin