LyX ⇒ Trouble with underscores in bibtex

[djc11]

I am using Lyx 1.6.3 and jabref 2.6 for my bibtex files.

When I insert a website as reference in bibtex. The underscores seem to cause a problem when lyx tries to render the document as a pdf.
Specifically the error I get is:
"Missing $ inserted
I've inserted a begin-meth/end-math symbol since I think you left one out"

Is there an option to turn this off so that I can just leave the reference as is?

Regards