Looks like a good place, indeed...
Disclaimer: I never use JNative and even less you DLL! Just trying to help.
Some people had issues with export function recently, you should first try it with a plain sketch.
I just tried, plain sketch and one using an external jar, it worked fine with Processing 1.0.1 on Windows XP Pro SP3.
I noticed the .exe file must have the lib folder with it to work, otherwise I get an error message:
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Java Virtual Machine Launcher
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Could not find the main class. Program will exit.
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OK
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You write: "
the app crashed on execution". Do you get an error message? A stack trace?
Mmm, I tried to run a sketch doing only println stuff then exiting, I get no output on stdout.
I made it write to a file, it isn't created when running the exported Windows application, while I got it when running in PDE.
I will investigate a bit more.