So here is a link to the MS KB article: http://support.microsoft.com/kb/131313
And a good article about more advanced DLL handling: http://qualapps.blogspot.com/2007/08/how-to-create-32-bit-import-libraries.html
Update:
This is the gist of it:
Open Visual Stuidio command prompt and run:
lib /DEF:sqlite3.def
This will genereate the appropriate .lib and .exp file.