Ohhh, problem solved. My packages was downloaded from
ftp.uniRoma2.it and package psnfss did not contain pifont.psy !!! As I said I added pifont.psy at that package but after that I obtained the problem I said. So I deleted the package and downloaded it again from a different link: ftp.uni-erlagen.de now the package contains the file pifont.sty. After reconfigured Lyx and opened elsarticle template, when I went to view the pdf, Lyx asked me first time to update somethingh (I do not remember what) and the pdf opened wthout any problem. If I repeat the open of the template and ask for the pdf I obtain it without any problem (and without any further request to dowload somethngh). Seems that the psnfss package dowloadable from ftp.uniRoma2.it should be corrected. Thank you very much to any of you. Bruno Cocciaro --- Li portammo sull'orlo del baratro e ordinammo loro di volare. --- Resistevano. Volate, dicemmo. Continuavano a opporre resistenza. --- Li spingemmo oltre il bordo. E volarono. (G. Apollinaire)