I thought I might just add something else here. I have uninstalled and re-installed Lyx to a path with no spaces in the name (c:\bin\lyx) and I still cannot get the insert citation command to work.
However, the space-in-filename errors (when clicking on the "BibTeX Generated Bibliography Button") has dissapeared: [debug] Setting debug level to latex Debugging `latex' (LaTeX generation/execution) [!-- stuff removed --] Bibfile: C:/data/David/PhD/Annual Report - 2005/research.bib TextCache: BufferView::buffer [/debug] - David
