Do you get an error message in the bottom jabref bar? Someimes the
problem is that jabref and lyx do not agree where the file is to
transfer info between them. Typically jabref assume it is in
$HOME/.lyx/lyxpipe ($HOME is your home directory)
In lyx you set it in
Tools-----> Preferences----> Paths----> Lyxserver Pipe
You need to reconfigure lyx for this to take effect and then restart lyx
