I always thought DLL stood for Dynamic Link Library ??
Anywho...
A dll is basically a function writen in C or C++ or Delphi etc. etc.
It is then "compiled" ( much like we compiler our games into exe's, but a dll is compiled to a special format ). And then the function that was created is usable by other applications, such as DarkBasic.
In this manner, if you made a dll to add two numbers together, it would then be accessable from within DarkBASIC using the Call DLL command.
Hope I Helped...

Team EOD :: Programmer/Logical Engineer/All-Round Nice Guy