compiling two dlls as one?

[MrPolite]

I'm making a class library (it's a series of controls to be used with windows forms). I'm using another dll (utility) in this class library. And so when I compile the project I will end up with two dlls. One is the class library and another the utility dll. I'm just wondering if there is a way to just make one dll out of these two?
Also how can I use this in a project? I tried adding my dll to a windows form project, and adding the utility dll to the refrences of that project. But when I try to use any of the controls that I have in my class library, I get an error saying that the utility dll was not found.
(btw it works fine if I add the class library project in the solution, rather than including its dll only.)

any ideas?