Fixing lwjgl.dll: Access is denied error

I recently followed the jME wiki :: getting_started instructions, and when I tried to run a demo, it would fail to run with an error of:

java.lang.UnsatisfiedLinkError: lwjgl.dll: Access is denied

I found other posts in the forms with this problem, but no solution.

For me, the problem was caused by using cygwin CVS to check out the source.  Performing a chmod 777 lwjgl.dll under cygwin fixed the problem.