Finally fix support for OpenBSD

This pull request is the last (missing) code from:
https://github.com/LWJGL/lwjgl/pull/54

It completes OpenBSD support, and avoids creating an ugly symbolic link to the "missing" library.

After this patch, lwjgl successfully runs in OpenBSD 5.5. And it also fixes Minecraft and jPCT in that platform.

Original discussion:
https://github.com/chessgriffin/obsd-minecraft/issues/1