Using LoadLibrary from within an extension

I am having an issue where LoadLibrary works fine on my system in a normal C
application but not inside an extension (it always returns NULL no matter
what).  The same call (translated to dlopen) works fine under linux though so
I'm not sure if it's a specific issue to Windows extensions.  For testing
purposes I'm loading a hard coded library but under linux I have also tested
passing in the name and that works fine.  Here's the function that's being
called from Ruby along with the relevant variable declarations and imports.

#include "ruby.h"

#ifdef WIN32
	#define WIN32_LEAN_AND_MEAN
	#include <windows.h>
	HINSTANCE library_handle;
#else
	#include <dlfcn.h>
	void* library_handle;
#endif

static VALUE set_library(VALUE self, VALUE lib_name)
{
	library_name = STR2CSTR(lib_name);

	#ifdef WIN32
		library_handle = LoadLibrary("alleg40.dll");
	#else
		library_handle = dlopen("libc.so.6", RTLD_LAZY);
	#endif
	if(library_handle == NULL)
	{
		rb_raise(rb_eArgError, "Library could not be opened");
		return Qfalse;
	}
	return Qtrue;
}

TIA,
David Koontz