I don't believe that is correct. Extended stored procedures execute in the database engine not in your application. To verify this go to the SQL Server forum.
Therefore to execute any stored procedure you utilize one of the database connection techniques like OLEDB, ADO, ODBC etc.
You cant call a Stored Procedure DLL directly. Either use SQL-Server API to interact with your SQL-Server, or make a connection like palbano said, with ODBC or anything else and send a Query like "EXEC xp_anything".
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