  Existence of SL(2,Z) duality in toroidally compactified heterotic string
theory (or in the N=4 supersymmetric gauge theories), that includes the strong
weak coupling duality transformation, implies the existence of certain
supersymmetric bound states of monopoles and dyons. We show that the existence
of these bound states, in turn, requires the existence of certain normalizable,
(anti-)self-dual, harmonic forms on the moduli space of BPS multi-monopole
configurations, with specific symmetry properties. We give an explicit
construction of this harmonic form on the two monopole moduli space, thereby
proving the existence of all the required bound states in the two monopole
sector.
