Unreal
From CCRMA Wiki
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http://forums.beyondunreal.com/showthread.php?p=2405761
Unreal Script calling Windows dll:
http://udn.epicgames.com/Three/DLLBind.html
OSC dlls:
http://www.frieder-weiss.de/OSC/OSC-DLL.htm
http://www.bespokesoftware.org/wordpress/?page_id=69
http://www.3dvia.com/forums/topic/opensoundcontrol-osc-bb-s-released-under-gpl/page/3
Windows OSC utilities:
http://www.frieder-weiss.de/OSC/
Creating Windows C++ dlls:
http://msdn.microsoft.com/en-us/library/1ez7dh12.aspx
http://www.tutorialspoint.com/dll/dll_writing.htm
UDK Tutorials (video):
http://www.3dbuzz.com/vbforum/sv_videonav.php?fid=292838127fecccd8b151c72003546386