Sorry, I meant arb and not pari. Something is off with the libraries. You 
can try the following:

1. Remove all files in .julia\v0.5\Nemo\local\lib and then do a 
Pkg.build("Nemo") again.

2. If 1. doesn't help, check if the following files are in Nemo\local\lib: 
"libwinpthread-1.dll", "libgmp-16.dll", "libmpfr-4.dll", "libflint.dll", 
"libflint-13.dll", "libarb.dll", "libpari.dll"
    (Note that there must be two libflint* files).

Looking at your path names, I wonder if you are running julia in cygwin?

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