Dialog Builder can use any DLL that has resources with IDs in the ranges specified in the Origin Dialog Development Kit. Any compiler that allows you to make a DLL with resources and allows you to specify IDs for the controls should work.
The Origin Dialog AppWizard ships with Origin Pro in the "ATI/Dialog Builder" folder. This Application Wizard is for use with Visual Studio v6 and assists in making a resource-only DLL. This has not been tested with Visual Studio .NET. I have submitted tracker item #6303. This item will deal with getting the Origin Dialog AppWizard (or something similar) working with Visual Studio .NET. While this is not required to make resource-only DLLs it will be useful for Visual Studio .NET users.