Creating function within a function in a DLL or function and subfunctions...

Hi everyone I am Leo from Brazil.

I use Visual C++ 2008 for creating C or C++ Dlls and also BloodShed Dev CPP.

I would like to know how to create a dll with a function within another function (or maybe function and subfunctions. I am not familiar with creating dlls...just basic functions.
I saw a program that complained about not finding something like this :

"it was not possible to locate the entry point to the procedure :

?John@Paul@@Chris@@@Stephany

in the dynamic link library example.dll"

so I would like to know what exactly that is and how to create something like this and then call it.
I know to create and then call normal functions using an EXE or rundll32.exe somedll.dll,Function
Thanks in advance,
Leo