Creating an Extended Stored Procedure

Can anyone confirm if you can actually create a DLL which can be used as an Extended Stored Procedure - and if so let me know where I am going wrong please.

I have created my app which works fine as a EXE but when I add it to SQL and try execute the Extended SPROC I get
Cannot find the function  xxx in the library xxx.dll. Reason: 127(The specified procedure could not be found.).

Any help is much appreciated.
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Extended procs must be in dll format.

As far as I know, you cannot currently write stored procs from, it must be C++ (and not using managed extensions, at least I've never been able to get managed extensions working in one).  I've been told that in SQL 2005 you will be able to write in C# and VB.NET, but not until then.

As well, it is not just a general DLL, there are specific functions that must be exported, and specific variables that must be used internally in order for sql server to be able to read it.

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