I had this problem under Vista 32Bit as normal user and under Win7 64Bit as admin:
When MikTex has to install some package the Windows UAC prompt should appear. Instead Lyx hangs. Opening Taskmanager shows, that the "consent.exe" is running, but not showing. As soon as I kill "cmd.exe" that in turn had started "pdflatex.exe" the consent dialog appears and MikTex downloads and installs as it was supposed to be. I guess the problem is the hidden "cmd.exe" I guess the best method to solve this problem is to watch if "consent.exe" is started and then make "cmd.exe" visible. The consent dialog should show then, too I guess...
