Issue installing rjb, could not create MakeFile


I'm having some problems when try to install rjb i get this message

C:\Users\PC1090\Documents\RJB\rjb-1.3.8>ruby setup.rb config
---> bin
<--- bin
---> lib
<--- lib
---> ext
checking for jni.h... no
*** C:/Users/PC1090/Documents/RJB/rjb-1.3.8/ext/extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of
necessary libraries and/or headers. Check the mkmf.log file for more
details. You may need configuration options.

Provided configuration options:
`create_rjb_makefile': no jni.h in -I$(topdir) -I$(hdrdir) -I$(srcdir)
-I"C:\Program File
s (x86)\Java\jdk1.6.0_21\include" -I"C:\Program Files
(x86)\Java\jdk1.6.0_21\include\win32" (RuntimeError)
        from C:/Users/PC1090/Documents/RJB/rjb-1.3.8/ext/extconf.rb:77
setup.rb:535:in `command': 'system C:/Ruby187/Ruby1.8.7/bin/ruby
"C:/Users/PC1090/Documents/RJB/rjb-1.3.8/ext/extconf.rb" ' failed
        from setup.rb:1112:in `extconf'
        from setup.rb:1107:in `config_dir_ext'
        from setup.rb:1321:in `__send__'
        from setup.rb:1321:in `traverse'
        from setup.rb:1338:in `dive_into'
        from setup.rb:1319:in `traverse'
        from setup.rb:1313:in `exec_task_traverse'
        from setup.rb:1308:in `each'
        from setup.rb:1308:in `exec_task_traverse'
        from setup.rb:1097:in `exec_config'
        from setup.rb:878:in `exec_config'
        from setup.rb:710:in `__send__'
        from setup.rb:710:in `invoke'
        from setup.rb:674:in `invoke'
        from setup.rb:1352


Someone knows how to solve this?

You need Java/JNI development headers and libraries *for Windows* to
succeed in the installation.
(that is not exclusive to Windows)

I'm ignorant in relation to where you can get those, but I bet if you
google for jni.h will get some details (perhaps JDK or something like