This issue occurs when you try to embed a Java GUI element in a .NET WinForms application. You need to include copies of both JNBJavaEntry.dll and jawt.dll inside the folder in which the application will run (that is, the folder that in which the .exe file resides). JNBJavaEntry.dll can be found in the JNBridgePro installation folder (use the one targeted toward the version of the .NET Framework you're using).
You can find jawt.dll in the bin folder of the JRE (Java Runtime Environment) you're using, or in the jre/bin folder of the JDK (Java Development Kit) you're using.
You can find more information in the Users' Guide. It's also discussed on page 5 of the demo document "Embedding Java GUI elements inside a .NET Windows Form".