hyperref conflicts with cite package?

[James C. Sutherland]

If I turn on hyperref support, then the cite package breaks.   
Specifically, citations that would normally appear as [5-9] now appear  
as [5,6,7,8,9].  If I turn off hyperref then it works again.

Is this a package conflict, or a bug in LyX?
LyX 1.6.2, Mac OSX 10.5.6