what is dll injection?

Google and wiki, a wonderful combination. You should try it some day...
WIKI: DLL injection[^]

This is a technique where you insert your DLL into another process.

Most of the time it is used to hook function calls before they make it to the OS, or some library, and the hooks in the DLL can then inspect the function call, add data to it, modify it, or prevent it from going to the intended target altogether.

Every running processes consist of several loaded module which most of them are DLLs.

Some programs are able to add their own DLLs into other processes and work beside them.

For example Babylon(Dictionary) does really DLL injection and adds its own DLL to every process which are running or start to run.

You didn't asked how to do it so I do not mention it.

But there are some tools to do it for fun :
http://securityxploded.com/remotedll.php[^]