my suggestions:

1. make sure DLL is in PATH
2. avoid name mangeling in the DLL (the methods that you are calling)
3. make sure DLL does not have other dependencies or if it does, all are accessible.
4. make sure DLL is generated and linked for the host platform (the one that you are trying to load it on)

Question: If you comment out the native method  call, do you still get the exception (does it occure on the load time)? or it only happens when you call  the native  method? - the answer should show you the solution

do one the following:
1) put dll  in the path
2) put dll in root folder of application, and make sure you are
calling application jar file  from the same directory
3) read jar spec and put dll in jar, with your class files according
to given instructions.