If you have access to the same C/C++ compiler
as the DLL you want to capture from, then there
may be some possibilities.

Look at this example. I am using Windows and
Mingw C compiler.

First we emulate the current DLL you have.

Nat1.java:

public class Nat1 {
    public native void hello();
    static {
        System.loadLibrary("Nat1");
    }
}

Nat1.c:

#include <stdio.h>

#include <jni.h>

#include "Nat1.h"

JNIEXPORT void JNICALL Java_Nat1_hello(JNIEnv *cntx, jobject me)
{
    printf("Hello world\n");
}

A true classic.

Now to capture the output from this DLL we create a new DLL.

Nat2.java:

public class Nat2 {
    public native void init();
    public native String done();
    static {
        System.loadLibrary("Nat2");
    }
}

Nat2.c:

#include <stdio.h>

#include <fcntl.h>
#include <io.h>

#include <jni.h>

#include "Nat1.h"

#define MAXBUF 20480

static int oldstdout;
static int pipehandles[2];
static char buf[MAXBUF];

JNIEXPORT void JNICALL Java_Nat2_init(JNIEnv *cntx, jobject me)
{
    oldstdout = _dup(_fileno(stdout));
    _pipe(pipehandles,MAXBUF,_O_BINARY);
    _dup2(pipehandles[1],_fileno(stdout));
 }

JNIEXPORT jstring JNICALL Java_Nat2_done(JNIEnv *cntx, jobject me)
{
    int n;
    fflush(stdout);
    _dup2(oldstdout,_fileno(stdout));
    n = _read(pipehandles[0],buf,sizeof(buf));
    buf[n] = '\0';
    return (*cntx)->NewStringUTF(cntx,buf);
}

Now we just need a test program.

TestProgram.java:

public class TestProgram {
    public static void main(String[] args) throws Exception {
        Nat2 n2 = new Nat2();
        n2.init();
        Nat1 n1 = new Nat1();
        n1.hello();
        n1.hello();
        n1.hello();
        System.out.println("#" + n2.done() + "#");
    }
}

Building and running:

javac -classpath . Nat1.java
javah -classpath . -jni Nat1
gcc -c -I\sunjava\jdk1.5.0\include -I\sunjava\jdk1.5.0\include\win32
Nat1.c -o Nat1.obj
gcc -s -shared -Wl,--export-all,--kill-at Nat1.obj -o Nat1.dll
javac -classpath . Nat2.java
javah -classpath . -jni Nat2
gcc -c -I\sunjava\jdk1.5.0\include -I\sunjava\jdk1.5.0\include\win32
Nat2.c -o Nat2.obj
gcc -s -shared -Wl,--export-all,--kill-at Nat2.obj -o Nat2.dll
javac -classpath . TestProgram.java
path=.;%PATH%
java -classpath . TestProgram

And the output:

#Hello world
Hello world
Hello world
#

The method should work with C++ IO as well (cout instead of stdout).

This technique requires:
  - DLL's being dynamicly linked against the C/C++ RTL
  - DLL's being compiled with the same compiler

So it may not be possible for you.

But on the other hand it may be possible !

Arne