Dll files are library files your computer uses to run better and faster. Dll files are normally considered safe and therefore are overlooked by many antivirus checkers and never get scanned. Well hackers are now using that to their advantage by creating infected dll files that can run happily on your system totally uninterrupted. Maybe I have a dirty dll for you that I've injected one of my trojans in, only question is do you want it? That's if it isn't already running in that system of course..