Do consult a lawyer for this, anything you get from this site (such as the answer that follows) will not free you from any liability nor guaranteed that you will be safe from prosecution. This site is most definitively NOT a proper replacement for any sort of legal advice.
Now to the matter at hand, from what I understand, LGPL will allow inclusion of a licensed library if the user of your proprietary software can replace, on his own, the LGPL components with his own. This implies that either you used it directly without modifications or provide the source code with your modifications to the component and that you provide sufficient means for the customer to perform the modifications.
In other words the LGPL must guarantee that the customer remains free to do whatever it pleases to the LGPL covered parts that are shipped with your application without going though you first.
The wikipedia page is a pretty good place to get started to understand this
http://en.wikipedia.org/wiki/GNU_Lesser_General_Public_License
you could try browsing groklaw see if they covered the subject
http://www.groklaw.net/index.php
Again this is NOT legal advice in anyway do get yourself a lawyer to help you through this properly.
Thanks to GpN to fin this FAQ that pretty much covers what you are looking for.