Sorry, never used it before so can't offer specific advice, but you want to look around the project compilation and execution settings to make sure that
a) the libraries (jar files) for lwjgl are included in the classpath when building
b) and also when executing
c) finally that the vm gets a -Djava.library.path=/path/to/your/dll/files or alternatively that the dll files are in the working directory that you are executing the program from.
Edit: why am I replying to a 5 month old thread? Lol. And why did some random guest resurrect it...