How can I study programming well??

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How can i learn programming well??
I'm studying VB 6.0, i can't understand about make DLL file.

http://msdn.microsoft.com/library/de...scomponent.asp

http://www.insteptech.com/techlibrary/vbactive.htm
http://www.freevbcode.com/ShowCode.Asp?ID=1695