Page Layout ⇒ Fancy Page Layout not possible

[shuchong0602]

I try to set my page number top centered on the page. But in my LyX, when I change the page layout setting in the document setting, it can only be plain (default) or empty without any error. For plain style, the page number is set bottom centered. When I tried to change the page style to be fancy from the document setting, there is an error said "file does not exist:..../.pdf.", that's the path for the temporary directory, not for the fancyhdr package. If I try to use that package in the preamble, same thing happened. Could anyone help me about that?

Thanks