They are two different subjects. CORBA is a distributed architecture
that let you implement a distributed application. The objects could
be written in any language and located on different machines. With
CORBA you can invoke modules remotely.
But JNI is a framework that let you invoke modules localy that has
been written in other languages.

I tried to explain it very simple and keep it very short. You can
find more information about them on Web.

Ref:
JNI -
java.sun.com/.../index.html

CORBA -
http://searchdatabase.techtarget.com/sDefinition/0,,sid13_gci213865,00
.html