Mike Shell has identified the problem -- it is not a LyX problem, nor is it related to hyperref (as I thought) but a bug relating to the combination babel+fancyhdr+natbib. See
http://groups.google.de/group/comp.text.tex/browse_frm/thread/d9bb4d8e289ef353/[EMAIL PROTECTED]&rnum=1&hl=de#77ad3282f3f8578c He suggests an easy workaround seems to eliminate the problem completely (id did so in my case). Cheers Ekkehart