i'm still pretty new to LyX/LaTeX, i've spent all day working myself through the tutorial and so far i think i've gotton most of it

i'm starting to work on my bachelor thesis right now and i already have two questions to begin with:
1) my arrangement will be the following with the various demanded style of page numbering in brackets ()
- cover sheet (no page number)
- table of contents (roman numbering starting with II)
- list of figures & list of tables (roman numbering, page III)
- the actual content of the thesis (arabic numbering starting with page 4)
how do i accomplish the various page numbering styles for the different pages?
2) in order to preview my document i hit the DVI button in the top left corner. i then get the following error message:
LaTeX Error: File `setspace.sty' not found.
Description: \onehalfspacing
*** (cannot \read from terminal in nonstop modes)
What am I doing wrong?
I hope those are not total newbie-questions. If so, please be patient with me

thank you guys!