Inorder to develop the dlls you need to install VS.Net2005, then once you install the .Net Addin Extensibility for QTP you will get a QTP addin template in the VS.Net new Project templates dialog box. (Windows Application, Web Application, etc., QTP addin)
After selecting the QTP template u will b asked for the control for which u want to provide the support - u need to give the full name(available in the references tab of VS.net) of the control. Once you fill in the other wizards u will be getting a class with commented code u can follow the comments and write ur own code.
Once you build the dll an XML file will get generated in the solution explorer. Copy the content of the XML and paste it in the SWFConfig.xml file persent in the installation folder of QTP. Exit and launch the QTP.