Essentially, you have two options:

• The easiest is to use MediaMonkey itself to find the lyrics for your song. It has a more advanced search function than my remote, and is usually better. To do that right click the song in MediaMonkey, choose Properties => Lyrics => Lookup lyrics.
• Use the MiniLyrics plugin for MediaMonkey, which stores the lyrics in another format that the remote can read. You can get it here.