Not sure, it looks like you forgot to run 'make server' (by the way, just 'make server_install' instead of the manual copying should work too, I saw that only now). If you did, then it didn't set permissions correctly for some reason - chmod u+x bin_unix/native_server should do.
You did remember ./configure though, which I forgot about :P
You did remember ./configure though, which I forgot about :P