LoadLibrary function (Windows)
You get more information by calling GetLastError.
Watch out for the whole Unicode vs ANSI thing. Recent versions of visual studio default to Unicode.
Any string you pass into a Win32 API should use the TEXT() macro. This insulates you from having to worry about whether you're compiling for Unicode or ANSI.
Eg.
Code:
HANDLE hDLL = LoadLibrary(TEXT("Library.dll"));