This week's giveaway is in the EJB and other Java EE Technologies forum. We're giving away four copies of EJB 3 in Action and have Debu Panda, Reza Rahman, Ryan Cuprak, and Michael Remijan on-line! See this thread for details.
1) When VisualStudio still had Java support, it was possible (and not even that hard) to create Java DLLs. The version that supported Java 1.1 came out in 98 or 99; maybe you can get ahold of a copy if Java 1.1 cuts it for you.
2) There are some Java/COM bridges; one of those might support Java DLLs. A good starting point for some research would be this page.
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If it really need to happen, I'd be looking at rewriting it (or getting someone else to) in VB or C# and exporting it as a DLL. It all depends on effort and the rest of your criteria but I can't help thinking of the saying "If your only tool is a hammer, all your problems look like nails".
Unfortuanetly, a Java/COM bridge like JACOB won't work because you have to call JAVA from COM, and not the other way around
The only way I can think of is to run your Java code as a Web Service. Your C++ code can then use SOAP to call your Web Service. SOAP will add a lot of overhead though, and there will be additional headache of installing a Web Server on the clien't machine