finding natbib bst files

I've never done bibtex or natbib with tetex/LaTeX before, so this may be 
naive, but...

I run Fedora Core 3 with tetex-2.0.2. It has natbib included, and I'm 
using the program LyX to write documents.  In the natbib.sty file, it 
says there are bibliography styles, such as chicago, but in tetex I find 
no chicago.bst file, and don't understand how natbib is supposed to do 
its business.

So,

1. Where do I get the bst files, if in fact I do need them, and

2. Can you point me at directions for installing this?

Paul Johnson
Dept. of Political Science
University of Kansas