It depends on how you created the DLL.
If you broke the binary compatibility you must re-register the DLL using regsvr32. If you mantained the binary compatibility copying the new DLL should be enough.
VB6 had an option called "Binary Compatibility" which helped to deal with these issues (http://msdn.microsoft.com/en-us/library/aa733715(v=vs.60).aspx). I don't know if VC++ or VS.NET provide something similar.
Greetings, edu