Section headers in margins

you could use the titlesec package to modify the definition of the \section command. in lyx you can add latex-code manually by going to the document preferences: Document->Settings -> Latex preamble. I marked the part of code you have to put in your document.

\documentclass{article}
\usepackage[showframe]{geometry}

%to lyn preamble from here

\usepackage{titlesec}

\titleformat{\section}[leftmargin]
{\normalfont
\sffamily\bfseries\filleft}
{}{0pt}{}
\titlespacing{\section}
{4pc}{1.5ex plus .1ex minus .2ex}{1pc}

%to here

\begin{document}

\section{Objective}
\noindent
Auditing/Analysis of Operations

\section{Education}
\noindent
B.S. in Management, Rensselaer Polytechnic Institute, Troy, NY, May 1986
Concentrations in Accounting and Management Systems
QPA 3.9 in major, 3.7 overall

\end{document}

Here is the source of the document you linked to. Just copy it and and change it.

You need the res class which is downloadable from the same place.

Have you looked at the europecv package?

I've been using that to write my own CV.

From CTAN:

The europecv class is an unofficial LaTeX implementation of the standard model for curricula vitae (the “Europass CV”) as recommended by the European Commission. Although primarily intended for users in the European Union, the class is flexible enough to be used for any kind of curriculum vitae.

The class has localisations for all the official languages of the EU (plus Catalan), as well as options permitting input in UTF-8 and koi8-r.

See also curve currvita esieecv vita

The author is Nicola Vitacolonna.