Please see my comment to the question. The problem is that you don't specify what do you mean by "run a DLL", so your problem cannot be solved until you understand what you really need.
For better understanding, you should understand what the executable modules are and what is the role of DLLs. You can get some idea quickly from the information on the RunDLL.exe or RunDLL32.exe applications. They require to specify what is the DLL and what to use as the entry point:
http://support.microsoft.com/kb/164787[
^].
Are you getting the idea?
Now, you need to understand what the executable modules do:
http://en.wikipedia.org/wiki/Shared_library#Shared_libraries[
^],
http://en.wikipedia.org/wiki/Dynamic-link_library[
^],
http://en.wikipedia.org/wiki/EXE[
^],
http://en.wikipedia.org/wiki/Portable_Executable[
^],
http://en.wikipedia.org/wiki/Executable[
^],
http://en.wikipedia.org/wiki/Executable_file_format[
^].
Makes some research, have a good reading and come back with your questions. To solve your problem you tried to formulate in the present question, try to understand what you really want, based on new knowledge and come back with more accurate questions. We will gladly help you.
—SA
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