I guess you mean Dynamic Link Library, Visual Studio 2008 is a package of programming languages and developers tools by Microsoft. You create DLL files with programming languages like C#,C++,C,etc .DLL are library files having useful functions, which can be dynamically loaded at runtime by your application and those functions inside the DLL are called by your application. Now in windows these days we have two types of DLL native and managed code. Native are those which directly communicate with the operating system but the managed ones will communicate with some runtime like .net. Normally managed DLLs are not used to commutate with other applications unless the application is too a managed application. In Visual Studio 2008 we use C/C++ to create this kind of native DLL, so you have to tell us how much you know about programming and what exactly you want to do.
Good Luck