programming *.dll

Internet keyboards come with software to change the buttons. Its usually in the control panel.
You will have to learn a programming language to create DLLs. I think C++ lets you create a DLL, as does Assembly.

I don't believe that there is a standard for programming keyboard buttons, and hence the coding requirements will depend upon the keyboard manufacturer. There is certainly not much around in the way of documentation. I wouldn't recommend this as a first task to someone learning how to write DLLs.

The easiest solution, as brendandonhu mentions, is to use the control panel. If you can't find what you need in the control panel, then you may need to download the drivers from the keyboard manufacturer.

i checked the control panel it doesnt have anything to adjust the button configuration for the media buttons only the internet buttons. currently they work with windows media player so would i still go to the manufacturer? or is that a microsoft thing i should check into?

If the keyboard came with the computer, I would start with the computer manufacturer. Otherwise, if the keyboard came separately, I would contact the keyboard manufacturer. By "contact", I really mean look at their web site and see if you can find any documentation or utility programs. However, if the keyboard came with the computer and you are still entitled to support, you may be able to call or email the manufacturer.

If you want to change the program they open with, you may be able to change your default media player, thats probably what it launches.

Its not going to be easy to override the keyboard settings.
This isn't a good 1st task for a programmer, probably.