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[rwkeith]

If I understand correctly Dll's(Dynamic Link Libraries) can communicate with an exe. Well does the exe say when to use the dll or does the dll say when to use itself. I've also heard of dll injectors. Does this mean that it would force itself into the exe and the exe and dll would work together?

[Lance]

Normally both the exe and the dll are loaded into memory by the operating system simultaneously. You can choose to load some DLLs by yourself by using Windows API LoadLibrary. In that case exe decides when to load it and even when to unload it.

DLL injection, however, is to insert a dll to a running process' address space from within a third program, see this material:
DLL injection - Wikipedia, the free encyclopedia