Since you mention Win32 and DLLs, I presume you're working with unmanaged code. In that case, GHC will work very well for you. Late last year I wrote a DDE server under Windows using FFI to talk to the MS DDE libraries, and, surprisingly, it was an extremely pleasant experience (especially given that I'm a Unix guy). Haskell's FFI is powerful (even supporting, e.g., callbacks into Haskell functions from C or other libraries), and having Haskell's type checking when writing C-level code is like a dream come true.
That last point is one of the major advantages of Haskell: the type system is amazing. That said, it's like any powerful tool; it needs time and effort to make good use of it.
So yes, it is possible to start out writing small bits of code in Haskell that link into the rest of your code (though you may find it easier to start with small Haskell programs that link to your other code), and it's well worth spending a fair amount of time learning about this and using it wherever you can. You may end up like me, planning a fairly major project tightly integrated with Windows code (in my case, a sophisticated Excel add-in) in Haskell.