Does anyone have any experience with JNI? I am trying to startup  a
JVM as a subsystem of a C++ program  but I'm having trouble  figuring
out exactly how to get the jvm  started. Here's my code:

JavaVM *jvm;
JNIEnv *env;
JavaVMInitArgs vm_args;
vm_args.version = JNI_VERSION_1_4;
JNI_GetDefaultJavaVMInitArgs(&vm_args);
JNI_CreateJavaVM(&jvm, (void**)&env, &vm_args);

This linker can't find  implementations for JNI_CreateJavaVM() or
JNI_GetDefaultJavaVMInitArgs() yet they're declared in jni.h

Do you happen to know off the top of your head the path to the JNI
library?

Nope... It will most likely vary based on the VM and platform you are using.
For instance, on my Gentoo Linux box it is
in /opt/blackdown-jdk-1.4.2_rc1/jre/lib/i386/. I believe that (don't quote
me on this) the Sun RPM for Redhat linux puts links to the libraries
in /usr/lib/, and puts the actual libraries somewhere
under /usr/sun-jdk-1.4.2/. I suspect that everything you need can be found
in %JAVA_HOME%\jre\lib\i386 on Windows, but I don't currently have access to
a windows box to verify that.

For those who may be interested, http://www.ikvm.net has Java/C#
integration solution. I have yet to test it out but it claims to be a
JVM written in C# so you can ustilize Java classes within the CLR.
Interesting ....