I think that's telling you that the MQSeries.dll couldn't be loaded because some other dll (probably one of the IBM dll's) could not be found. To make the missing dll locatable, it's usually just a matter of adding that dll's location to the path environment variable.
Did you get a pop-up along with that error message ? (I think one often does get a pop-up, and the pop-up actually tells you the name of the dll that couldn't be found.)