Batch question

quick question, can I put a keylogger in a .dll? this isn't for malicious purposes just to see what I can and can't do..I'm basically just seeing how I can break into my own computer remotly so my idea was this.Attach a batch file to a .exe
I runthe exe, it runs the batch which creates a .dll which contains a trojan maybe a keylogger?


thanks,


r00t.