Thank you for the help Bo, but I did not need to do what you suggested. Instead, as Steve mentioned, I deleted the python package that the LyX installer installed and the Tex Info Rescan function works fine now.
The problem seems to be with the bundled python, which misses some module to recognize iso-8859-15 encoding. Since 8859-15 is not really needed (8859-1 works fine), the easiest solution is to change the encoding, rather than adding more modules and making the windows installer larger. Of course, installing a full python will work, and may be an easier solution than modifying the scripts. Cheers, Bo
