Using vc++ Dll in C#

I am working on a c# crawler/Poster project, it crawls wordpress blogs, sites, using WebClient to download content.

Wordpress sites use a bug or i don't know, of WebClient, for some reason it does not accept all cookies, from wordpress blogs, it may be a measure to stop auto bots, spammers.

So decided to use Sockets, but seems sockets also has a few problems, it sometimes does not return full response, so not reliable, but i found a good working code in VC++, i am trying to use it in C#, but i dont know vc++ at all.

I have attached the code

How do i create a dll of the code?

I have created a simple dll project using vc++ but unable include the above code in the project.