What's the best way to wire the J IDE into another program?

In this particular case, I've got the source to the other program
(it's C++). I'm running on windows (windows 7), and I can run the
other program in visual studio express debug mode. It's got some
decent sized matrices (thousands of rows of geometrical data) which
I'd like to bring into J to manipulate an then toss back to the other
program (for it's user interface).

Is there a way of using the mechanisms described at
http://www.jsoftware.com/help/user/calling_jdll.htm for this kind of
thing? Or do I need to resort to writing and reading files?

Thanks,

-- 
Raul
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