You can either:
1. Get visual C++ and then read the document located at C:\Program Files\Dark Basic Software\Dark Basic Professional\Help\documents\1 Third Party Commands.htm
or
2. Get Purebasic and read the tutorials in the last two newsletters.
or
3. Get another language that is capable of producing the correct type of DLLs, and ask someone to teach you
Unless you are relatively experienced with a language that fits into the above categories, I wouldn't bother worrying about writing any DLLs just yet. Master what you have first.
*** Coming soon - Network Plug-in - Check my site for info ***
For free Plug-ins, source and the Interface library for Visual C++ 6, .NET and now for Dev-C++
http://www.matrix1.demon.co.uk