Hello Guy's
This Blog will guide how to create DLL file from java using JNI.
Please follow the below instructions.
First create a java file that contains the native method and it loads the DLL file.
Create TestDLL.java and put below code :

public class TestDLL
{
private native String getMsg(); // native method
static
{
System.loadLibrary(TestDLL); // load dll file
}
public static void main(String ars[])
{
System.out.println(new TestDLL.getMsg()); // Access the method of dll file
}
}

Compile java file:

javac TestDLL.java

Create an c header file using javah as follows:

Javah jni TestDLL

That c header file looks like

/* DO NOT EDIT THIS FILE  it is machine generated */
#include <jni.h>
/* Header for class TestDLL */
#ifndef _Included_TestDLL
#define _Included_TestDLL
#ifdef __cplusplus
extern C {
#endif
/*
*Class: TestDLL
*Method: getMsg
*Signature: ()Ljava/lang/String;
*/
JNIEXPORT jstring JNICALL Java_TestDLL_getMsg
(JNIEnv *,jobject);
#ifdef cplusplus
}
#endif
#endif

After that create a c++ file that defines the native method which is declared in java file, and after creating c header file it will show in that header file as follows :

JNIEXPORT jstring JNICALL Java_TestDLL_getMsg
(JNIEnv *, jobject)

Note: for creating c++ file Dev C++ tool is best for me and for you also.
The c++ file is :

#include<jni.h>
#include<stdio.h>
#include<string.h>
#include TestDLL.h
JNIEXPORT jstring JNICALL Java_TestDLL_getMsg
(JNIEnv *env,jobject obj)
{
return env->NewStringUTF(Welcome to findnerd.com);
}

After creating c++ file create a project in dev c++ :
1. New Project ->DLL
2. Enter project Name TestDLL and checked on C++ Project.
3. Click on OK Button.

After that close the default open files without saving them.
Add C header file and C++ file to the project.
Right click on project and go to project option
1. Project Option -> Directories -> Include Directories
2. Add both java directories path
i.e

 root\java\jdk7\include
 root\java\jdk7\include\win32.

3. Click on OK button.
Go to Execute menu and click on Rebuild All or press Ctrl+F11
It creates the dll file after that when we run the code via below command, we got output .

java TestDLL

OutPut :

Welcome to findnerd.com