For those who might be interested here is an update. I called libjulia.dll 
from a straight C application using Visual Studio 2010 and it work ok. So 
something odd with Delphi. Delphi can be used to develop two types of 
application, Console or GUI apps. I was calling libjulia.dll from a GUI 
app. Out of curiosity I tried calling the julia dll from a console Delphi 
app and that worked. Never seen this behavior before so I am asking some of 
my Delphi colleagues to see if they have an explanation. The only thing I 
can think of is that maybe libjulia is doing something with 
stdin/stdout/stderr which isn't compatible with the GUI application.

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