I am talking about win32 dlls, those plain pe files. I am confused after I doing a test compared to what I saw in explorer.exe process.
I wrote a test with
See http://social.msdn.microsoft.com/Forums/en-US/vcgeneral/thread/b3eaa07f-7f92-4693-8aa1-b8fee0b92d2f/ for a good discussion on how this can be done implicitly for WinXP and up, by activation context (manifests) to control the loading.