You can do it using IVKM.Net. IVKM.NET includes an application called ikvmc. Here’s the documentation for this tool:
http://www.ikvm.net/userguide/ikvmc.html
To use it compile your java code into a Jar.
Then run the ikvmc program:
ikvmc myCode.jar
If your jar contains a main() function, it will be converted into an exe that can be run on the CLR. Otherwise it will be converted into dll’s. To use the dll’s in your project just add them as references in Visual Studio and the same API that was available to you in Java will be accessible in your .Net application.
You can also include the IKVM.GNU.Classpath.dll dll from ikvmc and use the standard java class libraries in your application.