.DLL Help!

I know C++ fairly well and what a .DLL file is, but what I don't understand is how you know what code to put into the .DLL and where to put it? I've read about process dumping and acquiring CShells and modules, but how do you get and use these? I've searched MPGH and sooooo many other sites top to bottom and only managed to find people posting them, rather than actually explaining them. The few tutorials I've come across are either vague, from unreliable Youtube videos, or guides that explain the process only partially. If anyone could point me to a good tutorial or even another thread I may have overlooked on how to make Combat Arms hacks or explain it themselves would be greatly appreciated!

Also, thanks to everyone who has ever posted hacks on MPGH, because I've been using your hacks for almost 4 years without even trying to learn or understand them!

If you know C++ well I'm assuming you have visual studio, can create a win32 project, define DllMain and have a thread running form it to call you code from. After that its just pretty much modifying the memory with either ASM, Classes, or straight addresses.