Is there a Java library to access the native Windows API? Either with COM or JNI.
One more option is WinRun4J. It has a native binding layer that aims to be compatible with pinvoke.net (the native binding format used in dot net). See examples for more information. Its a little early days so YMMV.
(full disclosure: i work on the project).
Yet another option is JFFI - this is used in jruby and jython to interact with native libraries.