Limitations to Visual Web Developer Express and DLLs
Although Visual Web Developer Express is a great product at a great price (get it while it's free!), people don't seem to realize its limitations compared with the full Visual Studio 2005 SKU. For example, the Publish Web Site utility is missing. So, if you want to build your code-behind into a single DLL, don't expect Express to do it for you - you need to use the compiler manually.
This limitation is covered in the prerequisites documentation:
"The Visual Web Developer Express edition does not support the Publish Web Site utility."
As I've been adding ASP.NET 2.0 pages to my personal Web site (kencox.ca) and tweaking my resume (hint) I've been considering the pros and cons of a single DLL.