C# make executable a dll instead

I have a question about converting a C# 2010 application that is currently run as an executable to be run as a DLL instead. I do not know what parts of the entire solution file should be part of the dll file and what parts (if any) should remain as an executable.

I was briefly advised by a contract shop that when the current application calls a web service, that portion should become the dll. I was also told by the contract shop that the chelper.cs code (that calls the web service) should be part of the dll.
This same contract shop also said I could write separate dlls for each 'type' of method that is called. If I did that, I would use portions of code from each project file.

So basically I have part of one project file out of 4 project files that should be included in the dll file?

Here is a description of the current project files:
1. one project file has various routines that are tied with the web service.
2. Another project file is a handshaker to verify security.
3. There is the 'driver' project file.
4. There is a 'sample' code project file that was written by the contract shop that supports the web service.

Can you tell me how you would decide to setup the application I listed above as dll file(s)? How would you

change the code that I just listed above? How would you setup the code tio convert it (use it) as a dll file?