Seems to be a known VS 2005 Express Edition bug. Similar issues documented here and here.
So set it up as an .exe, then go into the solution properties, Configuration > General > Configure Type and change to .dll. That should give same result as if DLL option was available.
Seems to be a known VS 2005 Express Edition bug. Similar issues documented here and here.
So set it up as an .exe, then go into the solution properties, Configuration > General > Configure Type and change to .dll. That should give same result as if DLL option was available.