In a medium saucepan, combine the lentils, water and bay leaf. Bring to a boil and cook, uncovered, stirring occasionally, for about 15 minutes or till the lentils are tender, but still crunchy. Drain well, discarding the bay leaf. Let set for about 5 minutes to make sure all the water disappears.
In a serving bowl, combine the lentils, celery, carrots, onion and parsley, gently stirring.
In a small mixing bowl, combine the olive oil, lemon juice, garlic, marjoram, cumin, salt and pepper. Pour over the lentil mixture and carefully toss. Serve at room temperature.