SQL Server and J# integration problem

OK, I assume your compiled dll is in c:\? What happens whe you create an assembly in SQL is that SQL Server looks at what dependencies you have to other assemblies. When it finds a dependency 'vjscor.dll' it first looks to see if the assembly is in hte database already, then it looks at an internal list of "blessed" assemblies (assemblies that are allowed to be loaded from the GAC - not all system assemblies are blessed). If the assembly is not in the list it tries to create it in SQL Server from the application directory, and if it's not found there you'll get the error you see.
Without knowing VJ#, I'd assume that vjscor.dll is a GAC:ed assembly and therefore you see what you see. My suggestion is to first run CREATE ASSEMBLY against vjscor.dll and then create your assembly. Notice that you may have to create vjscor with UNSAFE or EXTERNAL_ACCESS due to what vjscor is doing internally.
Hope this helps!
Niels