I work mostly off VS2008 (takes me a while to want to change) but in that version...
When compiling for 64bit, it's easiest to do it from the command line, the compiler is there, but from what I can tell, there's no simple way of getting to it from the IDE. The compiled code works fine in 64bit, but you can't really test it in your 32bit environment.
Here's an article on setting up for 64bit builds from MSDN.
http://msdn.microsoft.com/en-us/library/h2k70f3s(v=vs.100).aspx[
^]
edit: One more thing... there's no point in using dependency walker on a 64bit dll while using a 32bit system. DLL's are mostly loaded based on the name of the dependency, unless the name of the 64 and 32bit versions is different, you can't tell if it's really trying to load the right one (when Windows went to 64bit, they horrendously kept a lot of the same names for files).