dyn.load problem

Hi R-Users

    I wrote 1 week ago asking about a message that appears when I try run
dyn.load.
   I'm trying to do an example in C code from "Writing R Extension"  to
learn how to do it.
    I have  R 2.0.0, Rtools, Perl and MinGW as describe  in
http://www.murdoch-sutherland.com/Rtools/ with path sets.

 When I use C:\R\rw2000\bin>RCMD SHLIB -o C:/dev-cpp/teste.dll
C:/dev-cpp/conv.c

a teste.dll is created without error and located in that directory, but when
I use it in RGui with "Change dir" set to C:/dev-cpp :

dyn.load("teste.dll")  results:

Error in dyn.load(x, as.logical(local), as.logical(now)) :
        unable to load shared library "C:/Dev-Cpp/teste":
  LoadLibrary failure:  Par??metro incorreto. (Incorrect Parameter)

My C code is (extracted form Writing R Extension):

#include <R.h>
     #include <Rinternals.h>
     SEXP convolve2(SEXP a, SEXP b)
     {
       R_len_t i, j, na, nb, nab;
       double *xa, *xb, *xab;
       SEXP ab;

       PROTECT(a = coerceVector(a, REALSXP));
       PROTECT(b = coerceVector(b, REALSXP));
       na = length(a); nb = length(b); nab = na + nb - 1;
       PROTECT(ab = allocVector(REALSXP, nab));
       xa = REAL(a); xb = REAL(b);
       xab = REAL(ab);
       for(i = 0; i < nab; i++) xab[i] = 0.0;
       for(i = 0; i < na; i++)
         for(j = 0; j < nb; j++) xab[i + j] += xa[i] * xb[j];
       UNPROTECT(3);
       return(ab);
     }

    I??m using RCMD under Windows ME.

   How can I fix this? Someone can help me ? Prof. Ripley told me to catch
more information debbuging this DLL. Is it hard to do this one under
Windows? It??s necessary modify  files SHLIB or MkDLL?

Thanks

O. Neto