That would be a security hole and thus is not possible. Please read what DLLs are really for:
http://msdn.microsoft.com/en-us/library/ms682589%28VS.85%29.aspxI still think that there is a difference between your applications (without and with DLL) that does not lie in the DLL call itself.
Please use ProcessExplorer to check your process privileges. I guess that SE_BACKUP_NAME is not one of them.