Thanks to Mukhtars instructions I managed to use the captionbeside package 
correctly. I thought I should report to the list, since at some parts I asked 
him directly.

Add to your preamble

\newcommand{\CapBesBeg}{%
 \setcapindent*{0em}
 \let\MyCaption\caption
 \renewcommand{\caption}{\begin{captionbeside}}}

\newcommand{\CapBesEnd}{% 
 \end{captionbeside}
 \setcapindent{0em}
 \let\caption\MyCaption}

and then in the document include your figure as follows

\begin{figure}
\CapBesBeg\caption[Short Caption]{\label{fig:label}Long Caption}
[o]\includegraphics{figures/filename}\CapBesEnd
\end{figure}

This sounds easy, but I had some difficulties in LyX. Therefore the following

1- The figure in the float has to be below the caption text. 
2- The \CapBesBeg and \CapBesEnd have to be in ERT (ctr-l) and have to be 
inside the float. 
3- The legend and one of the options [l],[r],[i],[o] have to precede the
figure (\includegraphics command) and in ERT. The options determine the 
placement of the legend and the figure: 
l  left
r right
i  inner margin in two-sided layout
o  outer margin in two-sided layout
4- For the other figure floats which are not captionbeside-controlled, I had 
difficulties with the 
\setcapindent{0mm} 
in my preamble -this prevents a caption indent, e.g.
Abbildung 3.27: Eine wachsende Polypeptidkette (rot und blau) erhält ihre 
sekundäre....
instead of
Abbildung 3.27: Eine wachsende Polypeptidkette (rot und blau) erhält 
                          ihre sekundäre...
To make \setcapindent{0mm} work in the non-captionbeside-controlled captions 
it has to be inserted AFTER the
\newcommand{\CapBesBeg}{%
 \setcapindent*{0em}
 \let\MyCaption\caption
 \renewcommand{\caption}{\begin{captionbeside}}}

\newcommand{\CapBesEnd}{% 
 \end{captionbeside}
 \setcapindent{0em}
 \let\caption\MyCaption}
Otherwise it is apparently conflicting with the captionbeside package

5-  I had several figures below each other in a float with just one caption.
Vertical space and a line break between them is not respected by the
captionbeside environment. One has to place the figures in a minipage 
environment. The target size (e.g. 40% of textwidth) has to be specified in 
the minipage environment (settings>width>textwidth%) and not 
in the figures themselves. The figures must be scaled to \textwidth in 
order to avoid scaling twice.

I am thankful to Mukhtar and most of the remarks above are from his Mails.

Wolfgang

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