Windows DLL Module Class
Just a couple of quick thoughts.


DoScan and GetName probably should be initialised to NULL as well.
Load doesn't call Unload for any previous loaded dlls. If Load should be called once only per SaModule, that should be detected.
A more informative exception could be thrown. "...during attempted insertion of plugin xyz", for example.
Beware of function name decoration, if that could be an issue.