If you review the documentation at http://www.customware.net/repository/pages/createpage.action?spaceKey=MULE&fromPageId=1924 page on the Mule home page, the following securityContext is defined:
I found the above would not work. A little digging around Acegi and I found the imMemoryDaoImpl class does not exist, instead use the following securityContext.xml:
And the rest of the documentation on the page referenced above should be correct.