Where are .dll files suppose to be pasted in windows?

I've got a .dll file I'm trying to link in windows, so where can I paste it? So far my program compiles (because I've linked the lib and the other files) and I get this error message

"The program can't start because irrKlang.dll is missing from your computer. Try reinstalling the program to fix this program."

So where do I paste my "irrKlang.dll" file?

Put the .dll file in the same folder as the program's .exe file.
If it's a windows DLL then it's safe to put in c:/windows/system32

If it's not a windows DLL, then put it in the same directory as your executable.
@ Stewbound: You're not technically wrong but I want to direct your attention to this issue here: http://en.wikipedia.org/wiki/DLL_Hell TL;DR: It's best to put your DLL files in the directory of the program that uses them.
¿So what is the point in creating DLLs then?
if you are using Dev-c++ (IDE) and the Irrlicht library(I assume you are using irrlicht because of irrKlang) than the DLL should be somewhere under the Dev-C++ folder.
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