DLLs/Cygwin: running uninstalled executables

I have two packages A and B where B is using libraries from A, and
where both packages contain automatic tests (I'm using automake to run
these). I managed to build both packages' libraries as DLLs, and the
tests in package A run successfully - obviously, uninstalled shared
libraries load successfully.

Now I install package A in a non-default prefix, without pointing
$PATH in the prefix's bindir. When I run the tests in package B (which
depend on libraries from A), each of them complains that the
respective A-libraries cannot be found.

>From my experiences under Linux (where this constellation works just
fine) I'd expect that the shell script that wraps the call to the
executable takes care of this. So -- is this a bug? (I don't mind
pointing $PATH there, of course.)

Joerg

PS: ah yes,

Windows 2000 Professional (if it matters)
Cygwin 1.5.9 (I believe)

$ libtool --version
ltmain.sh (GNU libtool) 1.5 (1.1220.2.1 2003/04/14 22:48:00)

$ automake --version
automake (GNU automake) 1.7.9

$ autoconf --version
autoconf (GNU autoconf) 2.59