I'm fairly sure it's not that simple - you certainly can't just tack on a DLL meant for one program and use it in another. Not to mention that there's no indication he used any, considering all the code is in the exe and not seperately contained.
Unless I'm mistaken, DLL files are simply compiled modules that hold methods for use in a program, but are nice in that you can use them in multiple programs if you know what DLL you want. However, in this case, Pixel's methods would need to output whatever Winamp needs in order to play a stream, and it's highly unlikely that it would.
