VFP6 can now create DLL's. Can it combine several dll into one?

I added many dlls into one Project form and compiled it to a new dll. But when i delete the old dll's and create the object, a message "Can't locate xxx.dll" appears.

I placed the old dlls in the "other file" section of the project. When compiled it seem to make the new dll bigger. What's the use in placing it in the project if it can't be used?