[2008] LoaderLock was Detected - Solved but more problems afterward

[sdouble]

I'm using a DLL that was provided to us from another company. It is an analytical DLL similar to MatLab DLLs (for those that know/have worked with it).

I've imported System.Runtime.InteropService and now I'm trying to load the DLL using the following code:

    <DllImport("C:\Program Files\OLUP\OLUP32.dll", EntryPoint:="olpOpenPredictor2")> _
    Public Shared Function olpOpenPredictor2() As Long
    End Function

It loads fine, I do not get the dll not found exception. I have also tried it in the application directory as well as windows/system32 and it successfully found it in each directory. But when I actually go to call the function (olpOpenPredictor2), I get the fantastic LoaderLock was Detected error.

I've looked around and have seen many posts and comments of the same solution:
Disable LoaderLock in Debug > Exceptions > MDA
After doing this, I no longer receive the error. But I get a bunch of message boxes saying "The specified module/procedure could not be found." I'm assuming they are called by the DLL I am loading. They are all located in the same directory as OLUP32.dll. For example: atlas_PIII.dll and lapack.dll are 2 of the module messages and then it goes into the procedure messages. Since I have pointed to OLUP32.dll in program files/olup, shouldn't the dll load the other dlls from it's home directory? Or is there some better way for me to do this?

Thank you for your help.

EDIT: I also tried adding C:\Program Files\OLUP\ to my environment variables to see if that might solve anything, but it did not.