Open up a terminal and type:
locate jni.h
That should tell you where every file called jni.h is on your system. I am on ubuntu 11.04, and it’s located at:
/usr/lib/jvm/java-6-openjdk/include/jni.h
/usr/lib/jvm/java-6-sun-1.6.0.26/include/jni.h
You may also need to get it from the repos:
sudo apt-get install openjdk-6-jdk
should do the trick if you don’t have it installed.