royend,
This is really an ASP.NET Group question, its not C# language group specific.

ASCX files are controls, and you have to add them to the ASPX markup portion
of the Page. You can drag the control onto the designer surface from the
Solution Explorer view.

You can also add an ascx file programmatically with the LoadControl method,
which sounds more like what you ar trying to do.
Peter

royend,

   Using DLL files doesn't make edits harder to accomidate, it's like any
other piece of code, you change it, compile it, and distribute it.  Also, if
it were allowed in the way you wish, including massive code documents on
multiple pages is going to have a detrimental effect on performance.

   You can use the App_Code directory to have standalone files which will
be compiled into dlls by the ASP.NET runtime, and all you have to do is
maintain the file.  Here is a link with more information:

http://dotnetjunkies.com/QuickStartv20/aspnet/doc/pages/code.aspx