LyX ⇒ How to tell Lyx to copy additional files

[javafrog]

Hello,

I have a problem using pygments (a syntax highlighter) in conjunction with Lyx. My workflow is that I use a Latex macro that calls the pygments Python script with a file reference to the code listing I want to have colored. The pygments script reads the listings file and returns Latex code that is inserted at the point of reference.
This chain works wonderfully in pure Latex, but fails in Lyx, because Lyx copies only the files it deems necessary into the temporary folder and my listings are not among those. If I manually copy over the files after a first compilation attempt (such that the temporary folder is created by Lyx) and compile again, it also works. However, finding the correct folder is a tedious task, so my question is:

Is there a way to tell Lyx that it should copy my listings files?

I have also tried a different approach using converters, but I miserably failed at the attempt.