OgreBindings.dll not found (pInvoke)

Okay, now Im here after having created an account on the "original" Ogre forums to be told that ODN has its own forums where I also had to create another account.... Not too user friendly. But now the problem:

I've just set up MonoDevelop using the Tutorial on the ODN Wiki Pages.
These DLLs are set as references: CeguiDotNet.dll, Math3D.dll, OgreDotNet.Cegui.dll, OgreDotNet.dll.
Im using the minimal sample code from the ODN Tutorial #1 except another main class name. The code compiles fine using mono, but trying to launch it, I get this error:
Unhandled Exception: System.TypeInitializationException: An exception was thrown by the type initializer for OgreDotNet.OgreBindingsPINVOKE
---> System.TypeInitializationException: An exception was thrown by the type initializer for SWIGExceptionHelper
---> System.DllNotFoundException: OgreBindings at (wrapper managed-to-native)
SWIGExceptionHelper:SWIGRegisterExceptionCallbacks_OgreBindings (OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate,
OgreDotNet.OgreBindingsPINVOKE/SWIGExceptionHelper/ExceptionDelegate)
at OgreDotNet.OgreBindingsPINVOKE+SWIGExceptionHelper..cctor () [0x00000]
--- End of inner exception stack trace ---
[...]

From this report, I think its somehow missing the OgreBindings.dll. This dll is definitely in the execution folder. Adding it as a reference wont work because its an ansi-cpp-dll...
Can someone help me getting it running?