Excel doesn't find DLL under XP
 

I call a DLL from Excel. This works fine with Windows2000 and with Windows
NT but when I try to do it with Windows XP I get the following error
message:
Runtime error 53
File not found D:\Regr_Anal\RegAn.dll
(Of course I made sure the DLL exists and the path is correct.)

The declaration in Excel is:
Declare Sub REG_ANAL Lib "D:\Regr_Anal\RegAn.dll" _
(Polyg As Long, Nmess As Long, XMess As Double, Leverage As Double)

The DLL was written in Fortran. Its declaration is:
! RegAn.f90
! FUNCTIONS/SUBROUTINES exported from REGAN.dll:
! REG_ANAL - subroutine
!
SUBROUTINE REG_ANAL(Polyg,Nmess,XMess,Leverage)
!
! Expose subroutine REG_ANAL to users of this DLL
!
!DEC$ ATTRIBUTES DLLEXPORT::REG_ANAL
!

What do I have to change to run my Excel application on a computer with
Windows XP?
Thanks for any help!
Christoph