Error loading .net Assembly from a Matlab exectuable.

I am trying to compile some .m files along with a DLL in to a matlab executable using the following command:

mcc -m Interface.m -a Z:\PROJ\mydll.dll

where Interface.m loads the assembly as follows:

NET.addAssembly('Z:\PROJ\mydll.dll')

When running the exectuable, I get the following error:

"Could not load file of assembly 'file:///Z:\PROJ\mydll.dll' or one of its dependencies. Operation is not supported. (Exception from HRESEULT: 0x80131515)
Source: mscorlib"

I also tried the following combination:

NET.addAssembly('mydll.dll');
mcc -m Interface.m -a mydll.dll

In which case I get a different error message:

'mydll.dll' could not be found in the .NET Global Assembly Cache (GAC).

Previous answers suggested checking the DLL is not blocked. I checked and it is not. Any ideas how to get around this problem? Thanks!

[KAE]

Though you say the issue wasn't that the files were blocked, for those who want more info on that, see the answer here.