<p>I have to implement the VinPower application.  They offer a Java version, a C dll and an ActiveX dll, if anyone has an idea on where I could begin, I'd appreciate it.</p>

A quick Google search shows that there is
Vinpower
and there is
VinPOWER
. To which one are you referring?
When you say "implement", are you looking at writing your own library that does the same thing as an existing product? Or did you mean to say "integrate" where you need to use a third party library within your existing project?
If your goal is to integrate, and the vendor supplies different versions of the library for different interfaces, I would pick the one that would be easiest to integrate with your existing project. For example, if your code is already in Java then I would pick the Java version of their library. If your code is in Visual Basic, then you might be best off with the ActiveX dll.