JonY, you see perfectly right.

> Please check the DLL with gendef, see if the functions are mangled. Do
> you see ShutDown or something that begins with a '?'?
> If the former, you are likely missing extern "C" declarations when you
> included your vendor headers.
> If the latter, the vendor DLL is C++ and won't run link properly with
> GCC, though it looks like it could be solved with some extra thunk
> coding on the MSVC side.
The answer from the vendor is following.
Dear Pierre
We tried another tool, DumpBin that actually cannot create a DEF file as our 
functions have C++ interface (http://support.microsoft.com/kb/131313/en-us : 
The only time you can use a .DEF file to create an import library from a .DLL 
for which you do not have the source code or object modules is if the .DLL 
exports functions via a C interface.) 
We think that this the same problem you have with MinGW. What do you think 
about  exporting our functions copying the mangled function names that you 
could obtain with DumpBin, Dependency Walker or other tools? We do not see so 
far other ways to solve this problem.
Did you get from GCC / MinGW-w64 maintainers?

So i converted all my code to use LoadLibraryA and friends a couple of minutes 
ago... i'm still unable to load the library, the code returned by GetLastError 
is 0x06, which i can translate to "Library required separate data segments for 
each task" (i found that here: http://support.microsoft.com/kb/142814). Is it 
still related to MinGW-w64, or shall i dig somewhere else? i'm begining to be 
very lost right now.

Thanks a lot JonY, you are being very helpful.
Pierre.

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