You must have a native file lying somewhere wrong on your path. I just downloaded the release and extracted and ran
D:\Download\lwjgl-1.1.4\lwjgl-1.1.4>java -cp jar\jinput.jar;jar\lwjgl.jar;jar\lwjgl_test.jar;jar\lwjgl_util.jar; -Djava.library.path=native\win32 org.lwjgl.test.SysTest
==== Test Alert ====
Opening native alert window
---- Test Alert ----
==== Test Debug ====
Debug is not enabled. Please set the org.lwjgl.Sys.debug property to true to ena
ble debugging
Example:
java -Dorg.lwjgl.util.Debug=true ...
You will not see any debug output in the following tests.
---- Test Debug ----
...
works fine