I've been told that to edit a .tex file with LyX, I'll have to import the .tex file, do my editing etc.
Then if I want to turn it into a .pdf file, I have to export it as DVI then convert it somehow with something called pdflatex? I'm not too sure about this part can anyone help me out? This is my first time using LaTeX...
When I click on File > Export, I don't know why the OK command is disabled when I try to select DVI format... do I have to install additional plugins? Screenshot:

File > Export > PDF (pdflatex)to obtain a PDF file. Why doesn't that work for you? (To add screenshots, you can manually upload them to imgur.com and then add the link in the post.) – Caramdir Mar 29 '11 at 0:40