Managing and improving your private set of tools is an important thing for a programmer.
I personally always go for the "as quick'n easy as possible" approach.
The faster they are linked and included into my work the sooner I feel "at home".
I am even sometimes throwing all orderlines away and chuck them into default library and include paths, and whoopie, there they are, at your service.
(Wouldn't really recommend that of course, but it is quick'n easy)
I don't know why you use dlls, since a normal lib would cause fewer headaches to include.
Tip: Make a seperate project out of them.
Have them in a central logical location. (Maybe myWorkspace/MyLibs)
Since your toolset will likely grow/change/improve with every project you are working on, I sometimes set up my working environment to be able to swiftly switch over, add something and then go back to the original project.
In this case it is useful to include it as a project dependency in your IDE that can be built automatically and then relinked. This is trivial with almost all IDE's.
A different problem however are employers.
They are usually wary about things you carry over into their projects. Especially if you want to close the source to them. But this is a story for another question ;)