Check your network preferences. Left click on the LOR lightbulb (control panel) in the bottom left of your desktop. Select "Network Preferences". Under the DMX tab, you should have "lynx" set for the universe(s) that use the Lynx Dongle.
As for having DMX enabled, from the LOR Help file on the Comm Listener:
The LOR Comm Listener is a program that runs in the background, allowing other programs (such as the Sequence Editor and the Show Player) to control DMX devices. The Comm Listener must be running in order for those programs to control such devices.
The LOR Comm Listener is automatically started when the LOR Control Panel is started, unless DMX support is not configured (for example if the license level does not support it, or if no DMX listener port is specified in the Sequence Editor's Network Preferences dialog). Also, it is automatically shut down when the LOR Control Panel is shut down. So, to make sure that you can control your DMX devices, make sure that the LOR Control Panel is running.
Hope that helps.
Jamie