For completeness, here is the entire PL/I program that defines the native method:
*Process Limits( Extname( 31 ) ) Margins( 1, 100 ) ;
*Process Dllinit xinfo(def);
*Process Default( IEEE );
PliJava_Demo: Package Exports(*);
Java_callingPLI_callToPLI:
Proc( JNIEnv , MyJObject )
External( "Java_callingPLI_callToPLI" )
Options( NoDescriptor ByValue linkage(stdcall) );
%include jni;
Display('Hello from PL/I for Windows!');
End;