Take a look at JNI tutorial on java  sun site.

You may be venturing into a problem  - if you are trying to call  a .dll from Java
you are moving out of the JRE which destroys Java's portability. Can you specify
exactly what kind of method  you are calling? There is probably a Java method
layered over the native libraries that can achieve the same effect without
dipping into the native libraries...

I have found the solution. the problem  was:

I had to call  one method  from a dll  because I had integrate to my
system with the client's system, written in VB.

The solution I found was to generate another DLL in C++ importing the
JINI libraries. This DLL makes the call to the VB dll and brings the
return value to my class.