I greatly prefer a UNIX development environment, but sometimes It seems I'm almost forced to develop in Visual Studio (I.E building reflective DLLs). Here are some notes on building DLL's with Visual Studio.
Creating a DLL
To create a DLL in Visual Studio click: Create a Project, set the programming language to C++, and select Dynamic Link Library (DLL).
Adding external functions.
To add an external function use the extern keyword