jre don't have the dll, so you need to install JDK
Follow the steps mentoned below :-
You can remove/uninstall jre that you have installed
Download JDK
http://java.com/en/download/index.jsp
Install (run exe)
Stop ColdFusion 9 Application Server services
Now go to cfinstall root\runtime\bin\
Take a backup of jvm.config. Then open jvm.config and edit jvm.home
It will be something like java.home=C:/Program Files/Java/jdk1.7.0_25/jre
So setting this path means you are setting the path of jre present in the jdk folder not the standalone jre that you have installed.
Hope it helps
VJ 