Try to create a DLL project using VS Wizard. You should see something like that:
Code:
// The following ifdef block is the standard way of creating macros which make exporting 
// from a DLL simpler. All files within this DLL are compiled with the DLLTEST_EXPORTS
// symbol defined on the command line. This symbol should not be defined on any project
// that uses this DLL. This way any other project whose source files include this file see 
// DLLTEST_API functions as being imported from a DLL, whereas this DLL sees symbols
// defined with this macro as being exported.
#ifdef DLLTEST_EXPORTS
#define DLLTEST_API __declspec(dllexport)
#else
#define DLLTEST_API __declspec(dllimport)
#endif

// This class is exported from the DllTest.dll
class DLLTEST_API CDllTest {
In your example, the TestSharedResourceDlg.cpp includes:
Code:
#include "..\SharedResource\SharedDlg.h"
that has:
Code:
class __declspec(dllexport) CSharedDlg : public CDialog
but SHOULD have __declspec(dllimport)