but this is the same.
I do the same, so let me explain my working set.
I am using eclipse 3.1 and Visual C++ 2003 7.1.3088 (German... sorry ;) ) and Windows XP.
I load some_jni.dll and some.dll in java and using the jni classes.
some.dll loads internaly other.dll.
I can debug some.dll and other.dll in visual studio.
Start your application and put a breakpoint to the first jni class call. Open VS and go to (in German) "Debuggen" (Debugging) -> "Prozesse" (Processes)
Their you will see the javaw.exe
Select the javaw.exe and and press "Anfügen" (Attach).
When i remeber, the code page in c++ wher the breakpoint is placed has to be open in VS. VS will not open the page when the breakpoint is hit automaticaly.
When the dll is loaded and the code line where you put a breakpoint is executed, the debugger in VS will stop at this position.
Notice: this will only happen, when you compile the dll you want to debug in with debug options!!! otherwise the debugger will not stop at the C++ breakpoint.
I did this half a year ago, but this should be the right steps.
It hope you get it.