Dll won't work on VPS

I made a dynamic link library in Visual Studio 2008 Professional Edition (and tried on Express Edition). Works perfect on my computer, it connects to the DB on my computer and does what it's supposed to do.
However, when I inject this dll to the server on my VPS, it seems it doesn't inject.
I have a confirmation message box upon the dll entry point, a confirmation messagebox if connected to the database and a confirmation message box if can't connect.

I did download and install the libraries for MSVC++ from here: http://www.microsoft.com/downloads/d...displaylang=en

The VPS is Windows 2003 32-bit.