You might want to try a simpler example first:
(rdnzl:load-assembly "System.Windows.Forms")
--- this should give something like
#<RDNZL::CONTAINER System.Reflection.Assembly #x9D70E8>
If that doesn't work, you should try
(ccl:open-shared-library "RDNZL.DLL")
If that works, you need to look at rdnzl:invoke, and the functions called by rdnzl invoke.