.dll files -- possibly [OT]

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Hello,

Could someone explain to me the use and more
importantly the benefits of .dll files?  They seem to
me to be basically include files (I'm most likely
mistaken), and I'm wondering why use a .dll file vs a
standard include file?  What can be done using a .dll
file that cannot be done with includes?

(Excuse my ignorance -- there is a wealth of knowledge
being passed around this board, and I thought I'd ask
the experts... :)

Thanks,

Chris

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