The NTEventLogAppender.dll is missing (was in \src\java\org\apache\log4j\nt in 1.1.3) in the jakarta-log4j-1.2.3.zip distribution file.
It is also missing in the .tar.gz file.
This will be corrected when log4j 1.2.4 is released (shortly). Thank you for the bug report.
missing again in 1.2.12
I'm opening a new bug for this since the root cause the problem in 1.2.12+ is likely different than 1.2.4.