Running DLL: Problem

I'm migrating my website to a hosting company which hosts my files on a 2003 Windows Server.
My website uses a series of DLL files for submitting and processing forms etc.
Before when I ran the DLL file, it worked fine, and you saw the redirect page after the DLL had been executed on the server.
Now, however, the DLL doesn't run on the server, it tries to download it to the clients PC.
The hosting company has a 'scripts enabled/disabled' option... but that doesn't include DLL scripts.
Shouldn't the DLL scripts just run fine without having to configure anything? being Windows and everything...

if you have any ideas what might be a cure/ problem... your thoughts are appreciated.

thanks