my suggestions:

1. make sure DLL is in PATH
2. avoid name mangeling in the DLL (the methods that you are calling)
3. make sure DLL does not have other dependencies or if it does, all are accessible.
4. make sure DLL is generated and linked for the host platform (the one that you are trying to load it on)

Question: If you comment out the native method  call, do you still get the exception (does it occure on the load time)? or it only happens when you call  the native  method? - the answer should show you the solution