How can load dll in C?

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Dear,

How is the wonderful PYTHON for me.
It attracts me with its additional variety.

I am developing in C program as well as first to use C++ with extending &
embedding PYTHON.
It seems not to easy.  What do I mean?

See that following steps what I am doing.

step 1. Success to make a example.dll with SWIG from MSVC6.0.
        After, copy this DLL to C:\Python23\Lib.

step 2. Getting into Pythinwin to run the following commands.

>>> import example
>>> c = example.new_Circle()
>>> print c
_a03f6e01_p_Circle
>>>

step 3. Making a C file with MSVC6.0 and running.

void main()
{
 //initialized the interpreter.
 Py_Initialize();

 //
   int r0 = PyRun_SimpleString("import example\n");
   int r1 = PyRun_SimpleString("c = example.new_Circle()\n");
   int r2 = PyRun_SimpleString("print c\n");

 //destory the interpreter
 Py_Finalize();
}


The results:
1. See the step2,
   To make a example.dll from MSV6.0 to be called by PYTHON.
   Of course, it's OK.

2. See the step3,
   while running the statement - 'PyRun_SimpleString("import example\n")'
 missing to load the DLL and always return the value r0 = -1,


My quesions are:
1. example.dll can be called on Pythonwin but fail to load by C program.
2. Shall I set the PYTHONPATH while loading the DLL in C program?
   If YES, How can I do?