If I were you, I'd stay away from MFC for DBPro DLLs. MFC uses a set of very large DLLs that must be on the users machine to enable your own DLL to work (you'll find them in the system32 folder called mfc*.*) - not everyone has the latest versions of these, so you would have to include them in any download you provide.
Stick to standard windows DLLs and you'll be fine. Select a standard windows project, and switch it to a DLL on the second page of thw wizard.
The actual 'thing' that you should look for on my site is the Framework example, and also the Utility plug-in with source code.