that error means you haven't got the native libraries configured properly (try step 4 again). Make sure the path is correct. Also remember if on windows to use ; instead of : in the path.
where do you use ; instead of : in windows path!?
anyway, as you are working with eclipse, just find lwjgl.jar library in your project and expand it, select natives and select a directory where natives are (usually you need to extract natives-windows/mac/linux as they are in a .jar file and you must point to a directory with files unpacked)