<p>I have my sources split up in several directories, so for each directory I get back a DLL. Is it possible to create a DLL from several other DLL's ?</p>

<p><strong>EDIT:</strong> I'm using C++ with Windows CE Platform Builder 6.0 ( it's not managed )</p>

Use
ILMerge
Here
you can download this.
Here
is Sample for implementation.