Not sure about windows, but may be you can deduce something from this.

While developing jni program on linux, i used to put by .so  files
(shared library objects, which are like dynamic linked libraries) in the
LD_LIBRARY_PATH.

HTH

Sanjay

DLLs are loaded by the OS (well, actually I don't think that's technically
true, but it's close enough), so the DLL has to be somewhere where the OS can
read it.  JAR files don't count.  You'll have to extract the DLL from the JAR
before using it.

(Or else use some really /serious/ low-level magic to extract the DLL data from
the JAR and map it directly into your Windows process's address space, do any
fixups, etc...  ;-)

   -- chris