adding functionality to button control

hi people,

I am using Visual Studio 2008. I am not too much familiar with it. I created a windows form with several check boxes and buttons. I have this x button which i want to add some functionality to. What i want to do is.. when i click the button it should open up some sort of panel or something where i can have some radio buttons and ok and cancel options.

Also, I am not sure but I want this windows form to work as an exe later when i am done. how am i going to achieve this.

Lastly, I have dll written in c# .net as well. I want my windows form to communicate with that dll. how can i add it to my windows form project so all the methods in the dll are visible to my app check boxes and buttons and etc.

Thanks alot. I am looking for some ideas and some help