If you'd like to get into serious reversing (Like I'm trying to now :)), heres what you do:
1. You learn C++. Kind of good tutorial (At least I didn't find a better one):
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2. You learn ASM. Heres the best ASM utorial you'll ever find, I finished it ~3 years ago, and I still haven't seen a better, more in-depth tutorial, ever. Here's the link:
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3. Get a decompiling program or a few. Here's two c++ decompilers I'd suggest:
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And here's a good article about decompiling:
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After that, you wont need to make a dll, you will be able to modify the exe itself using it's source code, since you'll have a pretty good (well, good enough to modify it) source code of the exe.
But if you decide to take upon the mission of learning C++ and ASM, heres a warning... Well, I'll put it this way: I've learned PHP in 2-3 days. I've been learning C++ and ASM for 3 years, and still learning.
Soo, you'll have to be pretty dedicated to that... Dedicated enough to not get laid with your girlfriend for a year... Although that's a different story, and it wasn't my fault. But you get the idea.
Good luck, future adventurers! >=O
Ok, I just realized this is completely off-topic. Its coded in C++ so that you'd know.