DLL
From GMWiki, the Gamemaker Wiki.
This page discusses a feature only available in the registered version of Game Maker.
A Dynamic Link Library or DLL is a set of instructions compiled in another language. DLL's can be called from Game Maker, greatly expanding the realm of possible things Game Maker can do.
DLL's behave pretty much the same way as scripts do in Game Maker. They accept arguments and return values.

