The path should be specified like:
-Djava.library.path="C:\Dev\Lib\LWJGLNatives\windows"
or pointing to wherever you've located the libraries.
Note that you can't just copy the line above and alter it, for some strange reason you'll need to re-type the double qoutes in netbeans, or else it won't work. Netbeans uses another kind of double quotes, or something like that.
If you really can't get it to work this way, copy the natives to the project's working directory, by default the project's base directory. I really don't recommend this, as it gets messy really easy.