Useful Links

If you are wanting to write a plugin, the following sites could be helpful to you:

Compilers

To write the dll file you will need a compiler. The ones mentioned below are commercial (expensive) and so if you do not already have a compiler and are only getting into programming casually you should have a look on some of the shareware sites on the web for one.

Microsoft Developer Studio. This consists of several applications and allows you to write the dll in whichever language takes your fancy, including C++, Visual Basic and Java.
Borlands Tools. These include Delphi (for writing Pascal), C++Builder and JBuilder (Java).

Tutorials

For those of you working in C++Builder, I can thouroughly reccommend the tutorials on The Bits... web site, for teaching you everything you could possibly need to know about writing dll's and other windows programs.

Example

Often the best way to learn is by example. On the Mutant Penguin Network is an example of a plugin to create message boxes in JavaScript. This example is again written in C++Builder but the code behind the form should be compilable by other C++ tools. The compiled version is also available for users to download.