I have just tried compile a file that I last compiled in October 2011, on Mac with Lion and Lyx 2.02, but may have originally been compiled on a Mac with Snow leopard and Lyx 2.01.
I am getting the error File does not exist: /var/folders/g3/h89z1g_n7yv3fth6y2yd2nlh0000gn/T/lyx_tmpdir.xJL756/lyx_tmpbuf0/R-GettingStarted.pdf The file points to some screen grabs and has R code so it also uses Sweave. I have just tried and the same file compiles fine on Ubnutu 11.10/lyx 2.0.0 (Ubuntu is running virtual box on the Mac so is pointing at the same file in the same directory as the Mac copy of Lyx is pointing at). So I can carry on, but I coud do with sorting out the problem with the Mac version of Lyx. I see the same question was asked in December, but it didn't reach a conclusion. Many thanks, Graham