Setting jna.library.path from inside your Java applet/application should work - as long as you set it *before* JNA is ever used. You do not need to include the gstreamer plugin path (C:\gstreamer\lib\gstreamer-0.10 is the plugin directory, I assume), because plugin DLLs are dynamically loaded by gstreamer itself - not JNA (I found, however, that in some cases I need to use JNA to force-load 3rd party DLL dependencies for some of the plugins).
To set the plugin path you need to pass the --gst-plugin-path to Gst.init()
Also - this may be important - where did you get the gstreamer windows binaries from and what version are they?