UnsatisfiedLinkError and Java Virtual Machine error

Hi,
I'm trying load a library using the following lines:
static {
     System.loadLibrary("mtcokus.dll");
System.out.println("Random generator DLL loaded");
I'm getting the following error in the console:
java.lang.UnsatisfiedLinkError: no mtcokus.dll in java.library.path
     at java.lang.ClassLoader.loadLibrary(Unknown Source)
     at java.lang.Runtime.loadLibrary0(Unknown Source)
     at java.lang.System.loadLibrary(Unknown Source)
     at org.knowceans.util.CokusNative.<clinit>(CokusNative.java:34)
     at org.knowceans.lda.LdaEstimate.<clinit>(LdaEstimate.java:69)
Exception in thread "main"
Just before displaying the exception above, Java Virtual Machine Launcher DialogBox pops up and says:
Could not find the main class. Program will exit.
I checked the path of mtcokus.dll, it's where is must be. What can I do to fix this error?

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