DJ in packaged in a single jar file, download it from SourceForge
DJ stands on JasperReports (since DJ 1.4 JasperReports 2.0 is needed), so you will need this jars too , download it from SourceForge
Note that JasperReports need some other files in order to export the report to pdf, xls (Excel), rtf (MS Word), etc.
Below there is a list for the minimun libraries needed
Libraries to run DynamicJasper
Libraries for exporting