To create a project in which the OLE DB provider will reside
From the File menu, click New, and then click Project.
The New Project dialog box appears.
In the Project Types pane, click the Visual C++ Projects folder. In the Templates pane, click ATL Project.
In the Name box, enter a name for the project, and then click OK.
The ATL Project Wizard appears.
In the ATL Project Wizard, choose Dynamic-Link Library (DLL) for Server Type.