if you want to use components which are created other langugage than .net languages(C#,VB.net,J#,C++...), you have to create component and insert them in your applications as a component,
how it has to be done!!!!
actually there are two types component in .net environment you can use,
first type is com
second is .net
first type is you have to create your component in what language you desire in your case java as .exe,
your case you have C# application and you want to use that java component in your C# project to do so
in solution explorer right click on references and choose Add Reference... there is window pop up select COM tab and "browse" till find your java component than
select--->ok that component will be added your C# application, and it should be appear in ToolBox, sometime not...
i usually use it for add my perl component to my .net application,...
second type of components that you have to download specific components from web like microsoft and have to install it and than you go to in your application open solution explorer Add Reference window will pop up respectly and choose the .net tab find which component you want to use in your application select --> ok
it will be shown ToolBox list just use it, ofcourse never forget the add namespace to your application
this kind of components are really sophisticated components are created really high performance,,,
example MSXML4 (microsoft XML 4.0 created in C++) the purpose of this component is it helps online bank transactions(bank API), commonly use for e-commerce web applications
so i guess this ll be help you little bit about your quest.