ok This is for Using Visual C++...
1. Go to File > New > Projects > Win32 Dynamic Link Library. - Put in a Project name and click OK. click finish to the empty DLL project and then OK.
2. Go to Project > Add to Project > Files. - go to your source folder and add all your .cpp's and .h's then go into Misc and add Parsemsg and parsemsg.h
3. Go To Build > Configurations. - highlight Win32 Debug and remove it.
4. Go to Project > Settings > Link. - Go to the box that is named "Object/library modules:" go all the way through the list to the right hand side, you should see "odbccp32.lib" make a space and put in "winmm.lib" and hit OK.
5. Go to Build > Build "yourname.dll" or just hit F7 and you should compile.