C / C++ / MFC

std::stringstream strm;
strm << filepath << filename << ".wav";

std::string str(strm.str());

class MyDialog : public CDialog {
	//program this class as if it was part of the exe
}

//This function name is ?InternalGetDialog@@YAPEAXXZ if it was exported. Which is why we don't.
void *InternalGetDialog() {
	return new MyDialog();
}

//This function name is ?InternalDeleteDialog@@YAXPEAVCDialog@@@Z if it was exported. Which is why we don't.
//This is a generic function that will destroy any dialog created from this dll
void InternalDeleteDialog(void *pDlg) {
	CDialog *pDialog = (CDialog *)pDialog; //cast so that we call the destructor
	delete pDialog;
}

extern "C" {
	//This function name is GetDialog when importing
	__declspec(dllexport) void *GetDialog() {
		return InternalGetDialog();
	}
	//This function name is DeleteDialog when importing
	__declspec(dllexport) void DeleteDialog(void *pDialog) {
		InternalDeleteDialog(pDialog);
	}
}

typedef CDialog *(*GetDialogFunc)();
typedef CDialog *(*DeleteDialogFunc)();

void DisplayDynamicDialog() {
	HMODULE hModule = LoadLibrary("Resources.dll");
	if (hModule != NULL) {
		GetDialogFunc pGetDialogFunc = (GetDialogFunc)GetProcAddress(hModule, "GetDialog");
		DeleteDialogFunc pDeleteDialogFunc = (DeleteDialogFunc)GetProcAddress(hModule, "DeleteDialog");
		CDialog *pDialog = pGetDialogFunc();
		INT_PTR nRes = pDialog->DoModal();
		//check nRes, process what is on the dialog, ...
		pDeleteDialogFunc(pDialog);
		FreeLibrary(hModule);
	}
}

BOOL CALLBACK DlgProc(HWND hDlg, UINT nMessage, WPARAM wParam, LPARAM lParam) {
	switch (nMessage) { 
		case WM_INITDIALOG: 
			//This is where you do all your initialisation. This is the first place after all the controls have been created, so you can use GetDlgItem()
			return TRUE; 
 
		case WM_COMMAND:
			//This is the same as it is in the WndProc, handle button clicks, etc...
			switch (LOWORD(wParam)) {
				case IDOK: //This is usually the OK or Done button
					return TRUE; 
 
				case IDCANCEL: //This is usually the Close or Cancel button
					DestroyWindow(hDlg); //close the dialog
					return TRUE;
			}
			break;
            } 
    } 
    return FALSE; 
} 

void DisplayDynamicDialog(HWND hParent) {
	HMODULE hModule = LoadLibrary("Resources.dll");
	if(hModule != NULL) {
		hDialog = CreateDialog(hModule, MAKEINTRESOURCE(ID_DIALOG), hParent, (DLGPROC)DlgProc); 
		ShowWindow(hDialog, SW_SHOW);
		FreeLibrary(hModule); //This might need to be called later, after the dialog has been closed since it is modeless
	}
}