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First you will need Visual Studio to compile the dll... or you can download an equivelant and free program to do so at:
http://www.icsharpcode.net/OpenSource/SD/
Then you will need to add the information to your Revit.ini (included in the sample)...
The path to the DLL will need to match what you have in yout ini file...
[ExternalCommands]
ECCount=#
ECName#=RDB Link
ECClassName#=Revit.SDK.Samples.RDBLink.CS.Command
ECAssembly#="C:\Visual Studio 2008\Projects\RDBLink\bin\Debug\RDBLink.dll"
ECDescription#=Export/Import Revit data to/from database.