I stayed at this Bed and Breakfast last time I was at Cave Run:
http://www.brownwoodbandb.com/
The Brownwood Bed and Breakfast
I really enjoyed it and the place was AWESOME with great prices and TERRIFIC BREAKFAST.
Close to Cave Run Lake and also to Crash Mullins place which is right down the road.
I hope you will give it a try. Fishing on the Cave in June can be really good for Bass, and for Muskie. White bass may be running in the river below the dam but normally that is over by mid may depending on the weather. Fishing from the bank below the dam can be EXCELLENT as well if you do not own a boat.. Look for grassbeds on the lake and for wood along the rock walls near the dam.

Jim Dicken
Editor Fishin.com