Lyon was in the original deal to get Gonzalez, but they had to trade him back because Lyon failed his physical.
From Lyon's bb-ref page...
July 22, 2003: Traded by the Boston Red Sox with Anastacio Martinez to the Pittsburgh Pirates for Mike Gonzalez and Scott Sauerbeck.
July 31, 2003: Traded by the Pittsburgh Pirates with Anastacio Martinez and Jeff Suppan to the Boston Red Sox for Mike Gonzalez, Freddy Sanchez, and cash.
November 28, 2003: Traded by the Boston Red Sox with Michael Goss (minors), Casey Fossum, and Jorge de la Rosa to the Arizona Diamondbacks for Curt Schilling.
The last one is included to show they actually found good use for Lyon in the long run.