Extensions to the GAUSS language is possible through custom DLLs. In effect, any code that one can write in C can become a GAUSS procedure. Not only does this provide for really fast DO loops, but it also gives the programmer low level control over the operating system through the Windows APIs. In effect, this makes GAUSS an open system. For example, the interface between GAUSS and Mercury rely on these extensions. A demonstration DLL project -- Testdll -- shows how such C code is written, and a step by step tutorial on how to create your own DLLs, running under Microsoft VC2008.