DLLs in URLs

Hi all,

Would someone mind explaining to me how you can execute code in a DLL from a URL? For instance, I have seen URLs that look like this:

http://www.somewhere.com/somefolder/somefile.dll?X=something

I imagine that this URL would be passing the parameter X to the DLL but wasn't sure how the DLL would access it. Would the DLL have a Request.Querystring("X") line in it that sets some variable? Could I compile a VB DLL and have it write out HTML? What are the benefits to this type of coding? When would you want to do this?

A lot of questions I know but I am curious by nature!

Thanks in advance.
Matt