Hello Matthias,
LabView unloads the DLL when the VI that uses this DLL is unloaded. This happens when the application quits or when you close LabView. However you could use the VI-Server technology to dynamically load the VI using the dll. This has the advantage, that you could unlaod the VI after you used it, and so the DLL would be unloaded, too. YOu can check the developer zone on www.ni.com, if you are not familiar with the VI-Server technology.
Hope this helps!
Andre