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I would appreciate if some one can point me to DLL tutorials ( basic - advanced :) ).

A: 

Wikipedia has a good overview, as does the MSDN:

http://en.wikipedia.org/wiki/Dynamic-link_library

http://msdn.microsoft.com/en-us/library/ms682589.aspx

Here's a tutorial on creating DLLs:

http://logix4u.net/Programming/vc++/A_Tutorial_on_creating_DLLs_with_VC++.html

A very generic e-how for a board overview:

http://www.ehow.com/how-does_5013018_dll-files-work.html

AdamH