We report a detailed Raman scattering study of the lattice dynamics in detwinned single crystals of the underdoped high temperature superconductor YBa2Cu3O6+x (x=0.75, 0.6, 0.55 and 0.45). Whereas at room temperature the phonon spectra of these compounds are similar to that of optimally doped YBa2Cu3O6.99, additional Raman-active modes appear upon cooling below ~170-200 K in underdoped crystals. The temperature dependence of these new features indicates that they are associated with the incommensurate charge density wave state recently discovered using synchrotron x-ray scattering techniques on the same single crystals. Raman scattering has thus the potential to explore the evolution of this state under extreme conditions. ; Comment: 12 pages, 11 figures