So I came here with similar problem: trying to run DJ Project browser within Java Swing - more specifically within that the Mozilla XPCOM Download Manager sample which requires SWT and XULRunner.
Following the eclipse bug link in your OP - I found another (eclipse bugzilla) - looks like this has been a long-standing issue (only 5+ years!!) - which is actually now (as of 11/4/13 - 2 days ago!) fixed.
I have downloaded SWT package from Eclipse nightly builds and I can confirm it does now contain the swt-xulrunner-win32-xxxx.dll. Unfortunately I now have other problems stopping my test working, but thought I'd post what I'd found here.
Edit:
Actually my problem now is identical to this XPCOM error 0x80004005