Creating simple DLL for calling program

[peal]

Hi, i found in registry this key

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon\Notify

and i would like to work with it it allows to call some functions or programs in case of system events (log on, log off, shutdown...) i just need some DLL file that will call my autoit script. Does anyone know how to create simple DLL file which will call some program with parameters?

It's difficult to describe what i want, but i hope you will understand me