While what dakangz suggests should work in Lubuntu (it does in Ubuntu too) however changing Command (Supper key in Ubuntu)+Tab to Alt+Tab will break whatever Command+Tab does in Lubuntu. I haven't used Lubuntu however as an example in Ubuntu, Supper+Tab activates the Launchbar and allows one to walk through what's on the Launchbar. Since you are using two different OSes I'd encourage one to add Alt+Tab to one's muscle memory and conform to the given workflow paradigm of each OS.
I understand how you feel as when I first started using a Mac and running Windows in a VM I changed a few key mappings however it cause the loss of inherent and expected functionality in some cases and became problematic at times. I removed the non-native key mapping and made a point to adapt to the given workflow paradigm of each OS and it took no time to get proficient at both.
