Go make a new project in vs2003. Then make it a win32 console application and make sure it is a dll library. Write some functions in it, and build it. It should build these two files if I am not mistaken: nameofproject.dll and nameofproject.lib. Then, all you need to do is go to lite-c and write #pragma comment("nameofproject.lib"). No semicolon, remember that you don't use semicolons with preprocessor directives. And make sure to put nameofproject.lib where lite-c locates library functions and put nameofproject.dll where lite-c loads dll libraries. BUT, if you publish your game, you will need to put nameofproject.dll where acknex.h is.

I'm pretty sure that is how you load a dll.