I think it might be with the way that the libraries are compiled. Borland uses a different format for dll's than Microsoft. One uses a coff format and one an omf format. Borland supplies a program, coff2omf.exe that converts one to the other. If you are not using the Borland compiler, a free download by the way, then try using the Microsoft example with CodeGear.
I think the FTDI *.DLL sample application requires MFC (Microsoft Foundation Classes.) I haven't used Borland compiler for very long time -- does Borland include MFC?
You need Visual Studio 6 (or later) to compile FTDI example code.