Link windows DLL with Cygwin application?? Urgent!!

[RJ]

Hi,

I am quite new to Cygwin. I am trying to compile my linux application under 
Cygwin running on Win XP. I need to link my application to a third party DLL. 
I don't have the source codes for the DLL. How do i do it?
Please help!!

Regards,
RJ


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