VB - How To Use Dll - Project Class Library, Named It MyFirstDll And Made A Public Shared Sub HelloDll

I am just testing how to use dll and after googling a lot, I made it work partially...Created new project Class Library, named it myFirstDll and made a Public Shared Sub helloDll to do something. Now since this is my first time, the dll is simply showing the input in a msgbox:

Public Shared Sub helloDll(ByVal msg As String)

If msg <> "" Then
MsgBox(msg, MsgBoxStyle.OkOnly, "WE HAVE SOME MSG")
Else
MsgBox(msg, MsgBoxStyle.OkOnly, "NO MSG")
End If

End Sub

After building the dll-file, I started a new project using normal windows forms, named it "useMyDll", I clicked Project -> Add Reference, and added my dll. The program file that I made needed a textbox and a button for using the dll:

Private Sub useDllButton1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles useDllButton1.Click
Dim msg As String = Nothing
msg = TextBox1.Text
myFirstDll.myFirstDLL.helloDll(msg) 'this will be in msgbox in dll-file
End Sub

And when running this I could write something in the textbox and a msgbox with that input would pop up. Really happy with that. My first attempt to make a dll and use it was very successful. Then I thought, what about running the dll from rundll32.exe? It would be handy to make a dll that could be run without my exe. After googling a long time, I tried to add a new button:

Private Sub useDllButton2_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles useDllButton2.Click
'Now let us see if we can open it using rundll32.exe ?
Dim msg As String = Nothing
msg = TextBox1.Text

[CODE]...

Now the first button still works just fine, but the second button gives some error (translated to english would be) like "missing entry: helloDll" I also tried to open with command prompt, same result.

After googling again I read one place that you can't run a visual basic dll with rundll32.exe, so is this true? Or is there some way of doing it? I read one place that it works if you make the dll be "COM-Visible", but I don't really understand how to or what it means. I tried to open properties, clicked Assembly Information, and "Make assembly COM-Visible", but this doesn't change anything. Then I read somewhere that it has to be in a module to work. Could it be that I need to rewrite some codes and it would work, or would I have to start learning c++ in order to accomplish this?