This is too long to post as a comment, so I will make an answer out of it, even though I am speaking from some degree of ignorance here, neither having Clojuratica nor having taken the time to download and install it. Looking at the installation instructions, and the comments above, however, I think I can see the problem.
The installation instructions tell you to put JLink.jar somewhere in your Java classpath, but JLink.jar also needs to find its native library. It normally does this by looking in a location relative to the location of JLink.jar itself, so if you move JLink.jar alone to a new location, you break this association.
Here are four different ways to make sure that J/Link can find its native library. Use whichever one you like.
Point the Java classpath at the JLink.jar file in the Mathematica layout (/Applications/Mathematica.app/SystemFiles/Links/JLink/JLink.jar).
If for some reason you want to copy JLink.jar out of its location in the Mathematica layout, copy JLink's SystemFiles directory along with it. It should sit alongside the JLink.jar file.
Similar to (2) above, you can put just the native library itself next to JLink.jar, instead of the whole SystemFiles/Libraries/... directory structure. This only works if you only need to support one type of architecture (for example, if you grab the 64-bit library, and Clojuratica runs Java in 32-bit mode, you will get the same error about not finding the library, which can be very confusing).
Define the property com.wolfram.jlink.libdir to point to the directory that contains the SystemFiles/Libraries/... hierarchy. For a typical Java command line on Mac, this would look like:
java -Dcom.wolfram.jlink.libdir=/Applications/Mathematica.app/SystemFiles/Links/JLink MyMainClass