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Joined: Jul 2005
While I have not experience with the 95LX, I have had a 100LX and 200LX, I assume all them are similar since all use a ROM version of MS-DOS 5.0 and Lotus applications.
In the 100LX-200LX, you should put your CONFIG.SYS and AUTOEXEC.BAT in the C:\ (RAM drive) root directory (as in a standard PC). There are system files in the D:\ drive, which is a ROM image used to boot when the system is hard-reset, but usually it boots from C:\ . There was a menu of boot options, which you normally don't use.
While I have no manuals in hand, I may try to find out more details for you if you need such information. Please just ask. (I regret I cannot guarantee a fast answer...)
Good luck!