Did the previous advice work? My makefile knowledge is a bit rusty but this...
dllmain.o: dllmain.def
$(CPP) -c dllmain.def -o dllmain.o $(CXXFLAGS)
... is saying to produce dllmain.o (the object code for dllmain.cpp), execute the command "$(CPP) -c dllmain.def -o dllmain.o $(CXXFLAGS)". Clearly incorrect since your source file is dllmain.cpp.
The dllmain.def after the colon (on the first line), is OK... That is just saying that if the def file changes, recompile dllmain.cpp.
