I made a simple java program that sends bytes to the parallel port, which uses a .dll along with two other classes (pPort.java and ioPort.java) to accomplish it, and it work
An UnsatisfiedLinkError message typically indicates that the library path is set but does not include the library that you are trying to load. On Windows platforms, you should extend the PATH using
PATH = %PATH%;C:\path_to_dll_file
On UNIX platforms, you should extend the library path using
setenv LD_LIBRARY_PATH mylibrarypath
However, as far as I can remember (I'm not under Windows), System32 is in the PATH so I suspect NetBeans to overwrite it by settings its own PATH.
To solve this on NetBeans, you might want to check http://wiki.netbeans.org/DevFaqNativeLibraries which is mentioned in this message from Wade Chandler, a NetBeans Dream Team Member ;-)
PS: You can also use the java.library.path system property but keep in mind that this system property only works to resolve the immediate native library that you are loading in your code. Loading of other dependent libraries is left to the first library. The JNI library that you load will rely on the OS dependent way to resolve its references (this applies to the solution of the FAQ too IMO so I'm still not 100% convinced its a good solution).