Uwe,

Please, allow me to share some results.

1.
MiKTeX placement on a D-partition.
-- I was barking up the wrong tree. MiKTeX worked
fine in this configuration. No problems with updating.

2.
New package installation.
-- I "installed" the font packages using the
"MiKTeX Package Manager". But then I was supposed to
"Update the file name data base" and to "Update all
format files" in the "MiKTeX Options (Admin) > General"
dialog. Initially, I overlooked that. Now I did it.
      Perhaps, you'll save a score of other chaps by
reminding them about that point in your
http://wiki.lyx.org/Windows/Cyrillic

3.
Non-default fonts.
-- I could swear your sample LyX was still producing
a bitmapped Russian on my system, even after I corrected
my error in the installation of new latex fonts. But then
I tried a Latin Modern Roman (perhaps, a T2A encoding, too,
can't be sure anymore). That produced the vector fonts, for
a first time. After that, I could revert back to your original
settings, all defaults. Now the bitmapped fonts were gone for
good.
      So, it appears that there was an "on-the-fly"
change in the font configuration. Behind the scenes.
(Not controlled by my Latex code anymore. But I am
grateful for this outcome).

I am not sure whether the remaining questions are
a legitimate followup or a separate entry. But I'll
dare to ask.

4. 
Font change.
-- Suppose I need to switch between several different font
designs in the body of a document (say, between "Latin Modern"
and "Palatino"). What are the Latex commands?

5.
Latex font names.
-- How can I learn which fonts are available on my system
and what are their "Latex" names which can be used in these
commands?

6.
Character sets in the fonts
-- How can I learn which symbols are available in which fonts?

7.
Settings combinations
-- How can I learn legitimate combinations of input encodings,
font encodings and font names?

Once again, you saved me a lot of frustration, thank you.

Best regards,
Leonid.



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