Create your project as a DLL using the File / New options of Visual Studio. Select the type of DLL you want then proceed from there.
If you have the MSDN you may want to do a search for "DLLs for Beginners" this article will tell you what you need to know and help prevent those "anomilies" associated with DLL usage.
You should also remember to export your functions from the DLL and import them into the program that uses the DLL. Generally, this is done using preprocessor definitions in the header file:
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#ifdef MYDLL_PROJECT // this symbol is defined inside the DLL's project, it won't be defined anywhere else
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