Since Lyx 2.0.0 it supports writing scores directly in your document with Lilypond (2.13). I think the screenshot below says more than a hundred words.

Lyx can be downloaded and installed from: http://www.lyx.org/
Lilypond: http://lilypond.org/

On Mac OSX 10.6 it needs lilypond-book latex converter to be (installed) placed in the right folder. You find lilypond-book inside the Lilypond-package.

1.- Open a Finder window:
2.- Right-click the Lilipond package under applications and see it's content(pic2).
3.- Go to Contents/recources/bin/lilypond-book 4. - open the terminal an follow these steps:
type: cd /usr/bin
type: sudo nano lilypond-book
-> the nano texteditor opens up:
5. type: exec (now drag the lilypond-book file from 3. into nano) finish the line with "$@"
(exec /Applications/LilyPond.app/Contents/Resources/bin/lilypond-book "$@") 6. press crtl+X,
7.say: "yes" for saving,
8.press "enter" to keep the name
type: sudo chmod u+x lilypond-book (make an executable file out of it)

Now open Lyx and press "Reconfigure".
Open lilypond.ly from templates and check if it works now..

More details in the help of Lilypond Ch. 4.1: http://lilypond.web.fc2.com/v2.13.4/Documentation/application-big-page.de.html
http://dvoi.com/files/lilypond/2.13.49/Documentation/web/macos-x.de.html