unable to run demo or embed jrex

I have downloaded the following files

jrex-bin-nolog-1.0b1_dom3.zip (I also tried the log version)
jrex_gre.jar (size: 5 572 993 bytes)

I have the following files in C:\jrex_gre
jrex.dll
JRex.jar
jrex_gre.jar
run.bat
run.sh


I try to run the example from a c:\jrex_gre dos prompt with:
C:\jrex_gre>"C:\Program Files\Java\jre1.5.0_06\bin\java" -cp 
./JRex.jar -Djrex.dom.enable=true -Djrex.gre.path=c:/jrex_gre -DJREX_DEBUG=true 
test.JRexExample

It doesn't run, log shows:

***************** JRexL inited *****************
***************** Starting of JREX-Logging Fri Jul 14 10:47:22 CEST 2006 
*****************
org.mozilla.jrex.JRexFactory --->static()--> **** loading implementers ****
org.mozilla.jrex.JRexFactory --->loadImplementers()--> **** impl 
TABLE<{JRexStatusBar=org.mozilla.jrex.ui.JRexStatusBarImpl, 
JRexPopupMenu=org.mozilla.jrex.ui.JRexPopupMenuImpl, 
ObserverEventHandler=org.mozilla.jrex.event.observer.ObserverEventHandler, 
WindowManager=org.mozilla.jrex.window.JRexWindowManagerImpl, 
TooltipEventHandler=org.mozilla.jrex.event.tooltip.TooltipEventHandler, 
HistoryEventHandler=org.mozilla.jrex.event.history.HistoryEventHandler, 
JRexPrintPreviewToolBar=org.mozilla.jrex.ui.JRexPrintPreviewToolBarImpl, 
URIContentEventHandler=org.mozilla.jrex.event.uricontent.URIContentEventHandler, 
ProgressEventHandler=org.mozilla.jrex.event.progress.ProgressEventHandler, 
WindowEventHandler=org.mozilla.jrex.event.window.WindowEventHandler, 
JRexMenuBar=org.mozilla.jrex.ui.JRexMenuBarImpl, 
JRexToolBar=org.mozilla.jrex.ui.JRexToolBarImpl, 
ContextMenuEventHandler=org.mozilla.jrex.event.context.ContextMenuEventHandler}>***
org.mozilla.jrex.JRexFactory --->**** startEngine()-->engineStarted <false>
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->startXPCOM()--> **** USING GRE_PATH 
<C:\jrex_gre> ***
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Loading 
library list... ****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<#The list of GRE libraries to load>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<nspr4>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\nspr4.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<plc4>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\plc4.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<plds4>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\plds4.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<xpcom>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\xpcom.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<xpcom_compat>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\xpcom_compat.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<mozz>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\mozz.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<mozjs>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\mozjs.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<gkgfx>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\gkgfx.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<js3250>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\js3250.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<jsj3250>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\jsj3250.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<jsj>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\jsj.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<mozctl>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\mozctl.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<mozctlx>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\mozctlx.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<softokn3>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\softokn3.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<nss3>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\nss3.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<nssckbi>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\nssckbi.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<ssl3>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\ssl3.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<smime3>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\smime3.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<msgbsutl>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library 
<C:\jrex_gre\msgbsutl.dll> does not exsist!!!****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Library to 
load<jrex>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Loading 
library <C:\jrex_gre\jrex.dll>...****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->loadLibraries()--> **** Loading 
library <C:\jrex_gre\jrex.dll> FAILED!!! reason<C:\jrex_gre\jrex.dll: Can't 
find dependent libraries>****
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->startXPCOM()--> **** USING 
forceNoProfile <false> ***
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->startXPCOM()--> **** USING 
profileName <.JRex> ***
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->startXPCOM()--> **** USING 
profilePath <C:\Documents and Settings\Sean> ***
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->notifyXPCOMInited()--> **** 
xpcomInitRV<-1>***
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->startXPCOM()--> **** xpcomInitRV 
<-1>
org.mozilla.jrex.xpcom.JRexXPCOMImpl --->startXPCOM()--> **** XPCOM INIT 
FAILED <InitXPCOM>

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