This may help answer the question asked in your thread title - it's from a friend some months ago regarding another (similar) situation and is worth sharing:

Do not succumb to the temptation to access that link with the sub file .dll - DLL stands for data link library and the .dll files are common subroutines used by several programs, but they also can be used to substitute for the legitimate .dlls on your machine that are called by the operating system or standard programs. This can be a form of trapping certain functions - viruses such as the ones that activate on a certain date, or after a certain action by you, are examples. It is also possible that it contains a virus that could be downloaded when you access the site.

There are basically two types of files on a computer - executable files and data files. Data files are just that, files of data (in many different formats, some music and some text and some graphics) and all of them have "dot extensions" that define the file format to the operating program.

Executable files are another thing - they are programs that run on your computer. The usual extension is .exe for a main program. Programs use "subroutines" of executable code. As programming languages advanced they got the capability of accessing libraries of common subroutines so that they didn't have to be included in any main program. That is where the .dll comes in. You may never notice that a .dll subroutine has overlaid a legitimate one on your system - if it is well designed it will perform all the normal functions, plus a few of its own.