This sample is demostrating how to create an event in a DLL file and afterward how to call this event from a client program. Hope it can help you to understand the DLL event mechanism and CALLBACK term in VC++.

Packet : 69491701dlltest.zip filelist
DllTest/CallDllEvent/
DllTest/CallDllEvent/CallDllEvent.aps
DllTest/CallDllEvent/CallDllEvent.clw
DllTest/CallDllEvent/CallDllEvent.cpp
DllTest/CallDllEvent/CallDllEvent.dsp
DllTest/CallDllEvent/CallDllEvent.h
DllTest/CallDllEvent/CallDllEvent.plg
DllTest/CallDllEvent/CallDllEvent.rc
DllTest/CallDllEvent/CallDllEventDlg.cpp
DllTest/CallDllEvent/CallDllEventDlg.h
DllTest/CallDllEvent/Debug/
DllTest/CallDllEvent/Debug/CallDllEvent.exe
DllTest/CallDllEvent/Debug/DllEvent.dll
DllTest/CallDllEvent/ReadMe.txt
DllTest/CallDllEvent/res/
DllTest/CallDllEvent/resource.h
DllTest/CallDllEvent/res/CallDllEvent.ico
DllTest/CallDllEvent/res/CallDllEvent.rc2
DllTest/CallDllEvent/StdAfx.cpp
DllTest/CallDllEvent/StdAfx.h
DllTest/DllEvent/
DllTest/DllEvent/Debug/
DllTest/DllEvent/Debug/DllEvent.dll
DllTest/DllEvent/Debug/DllEvent.lib
DllTest/DllEvent/DllEvent.cpp
DllTest/DllEvent/DllEvent.def
DllTest/DllEvent/DllEvent.dsp
DllTest/DllEvent/DllEvent.dsw
DllTest/DllEvent/DllEvent.h
DllTest/DllEvent/DllEvent.ncb
DllTest/DllEvent/DllEvent.opt
DllTest/DllEvent/DllEvent.plg
DllTest/DllEvent/ReadMe.txt
DllTest/DllEvent/StdAfx.cpp
DllTest/DllEvent/StdAfx.h

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