File Extension DLL
File extension DLL is used by Microsoft Windows to store
DLL files usually contain code that is shared by many different applications. Good example would be wsock32.dll that contains code for sending data over the Internet. This DLL is used by browsers, email clients, instant messenger programs etc.
Another common usage of DLL files are "plugins". Plugins are mini-programs that extend features of other programs. For example DLL that is responsible for drawing nice psychodelic graphics when you listen to music in your favorite player is a visualisation plugin.
Please note that it is common for DLL files to contain trojans and viruses. We strongly recommend having an up-to-date antivirus software running on your PC at all times.