I think that Jakarta tools like "PIO" can help  you
very well.
I make mircosoft excel file with it.
If these tools can't help you the strcture of these
file is very easy.
If you do'nt want to use later way you can make text
file and then convert it to the microsoft  project file.

I suppose this link will help  you http://jawinproject.sourceforge.net/

Take a look @ http://java.sun.com/docs/books/tutorial/native1.1/

DLLs are called "native libraries" by Java. See the JavaDoc for the
System class for loading them, and the JNI specification at java.sun.com
to programmatically access the DLL from Java. The one negative about
using DLLs is that makes it so your java  will only run on Windows machines.

In order to use DLLs and any platform specific operation in java, you can use JNI (Java Native Interface).

Here is some usefull resources about JNI and calling Windows APIs from Java.

http://www.kbalertz.com/kb_222092.aspx

http://java.sun.com/docs/books/tutorial/native1.1/

http://community.borland.com/article/0,1410,20679,00.html