How to use third party dll in arcobject tool?

I use arcobject to build custom tool for working with arcmap or arcgis server like a geoprocessing tool. Is there any way to use third party dll in my case?
I have try test app as an arcengine application. It work fine when i copy 3nd dll to debug/bin folder and call:
[DllImport("Shp2Dgn.dll")]
public static extern int shp2dgn(string InputShp, string outputDGN, string seedFile);

But when i try this code in geoprocessing app. Nothing occur.