Mix well the walnuts, sugar and cinnamon in a bowl and set aside.
Preheat oven to 300 degrees. Place a pan of water on the bottom rack.
Note: When working with phyllo be sure to work fast and keep the unused portion covered with plastic wrap at all times, as it tends to dry out pretty fast. Also, be sure to carefully follow the defrosting instructions on the phyllo 1/2 the sheets will stick together if you try to do a 1/2 speed 1/2 defrost.
Set aside one full size sheet of phyllo dough. Cover with plastic wrap.
Cut remaining phyllo sheets into 13x9 sheets. Actually, measure your pan and cut the sheets to match the actual inside dimensions. On my pan it is actually 12 1/2 x 8 1/2, for example. With a big sharp knife you should be able to cut all of the phyllo at the same time. You will most likely have a lot of left over phyllo consider finding another dish where you could use the smaller pieces of leftover phyllo dough.
Carefully lay the full size phyllo sheet into the greased pan, folding over the pan edges. With a pastry brush, liberally apply melted butter.
Lay a cut sheet of phyllo into the bottom of the pan, and with a pastry brush liberally apply melted butter. Repeat 9 more times, so that you have the one full sheet and 10 smaller sheets as your bottom layer.
Sprinkle 2 cups of the walnut mixture into the pan. Lay 6 more sheets of phyllo on top, making sure to liberally apply the melted butter between each sheet. Repeat this 3 more times, so that you have 4 separate layers of the walnut mixture. For the top layer place as many phyllo sheets on top as you have remaining, again making sure to liberally butter between each sheet.
Using a sharp plastic spatula, carefully fold over the large sheet of phyllo that should still be extended over the edge back onto the top, so that you can see down the inside edges of the pan. In effect you now have one big baklava package wrapped with your initial phyllo sheet.
Using a very, very sharp serrated knife, carefully score the baklava into whatever shape you want. A diamond pattern is the traditional shape. Try to cut about half way down into the baklava when you do this.
Bake for 2 1/2 to 3 hours at 300 degrees until nice and brown.
About 5 minutes before removing the baklava from the oven, combine the honey and lemon juice and heat over a medium heat until runny. Do not boil it, just heat it well so it has a consistency more like water.
Remove the baklava from the oven and very carefully drain the butter that it will no doubt be floating in.
Set the baklava on a cooling rack, and pour the honey mixture completely over it.
Cover the baklava and let sit for at least 4 hours. Overnight is best (if you can wait that long!)
When you are ready to cut the pieces, cut through the score marks with a sharp knife, and use a spatula to remove the pieces. Have patience with this step, if you are not careful here you can make a real mess of it!
You are done, enjoy the fruits of your labor. This is a labor intensive dish but well worth it!