Custom wrapper for using an XML Parser

I was looking at writing a VB or a VC DLL, that will allow me to send and recieve XML pages. There is no user interface. I need the XML for ease of use (tags instead of reading char by char). I have a basic code but obviously it does not function well. I think I am missing the basic fundamentals of writing a DLL that will multi-thread. Any pointers would be greatly appreciated.