problem to start JRex on JVM (jdk x jre)

hi,
nowadays I have a problem here in start JRex. When I use (as I do with other
programs I create) JDK to start my application, JRex prints a lot of errors
saying that DLL's are missing! By, when I use JRE to do the same, i have to
problems to run an example... Other guys said having the same exact problem,
like in http://www.benjysbrain.com/misc/Render/

thanks for all. I appreciate any sugestion or help.
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