There exist two options, both of which are far from ideal:
- write a temporary file somewhere
- load the DLL to memory "by hand", i.e. create a memory block, put DLL image to memory, then process relocations and external references.
The downside of the first approach is described above by Nate. Second approach is possible, but is complicated (requires deep knowledge of certain low-level things) and doesn't allow the DLL code to access DLL resources (this is obvious - there's no image of the DLL so the OS doesn't know where to take resources).
One more option usable in some scenarios: create a virtual disk whose contents are stored in your EXE file resources, and load the DLL from there. This is possible using our SolFS product (OS edition), but creation of the virtual disk itself requires use of kernel-mode drivers which must be written to disk before use.