Check out the updated instruction by Murat Yildizoglu here: http://yildizoglu.blogspot.com/2009/02/lyx-and-sweave-under-windows-xp.html
And a wonderful paper "Using Swave with Lyx" by Gregor Gorjanc is worth reading, too: http://gregor.gorjanc.googlepages.com/lyx-sweave
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And a wonderful paper "Using Swave with Lyx" by Gregor Gorjanc is worth reading, too: http://gregor.gorjanc.googlepages.com/lyx-sweave
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