Alternatively you can load the dll into LordPE change its characteristics to 10* instead of 20* (where * star usually is E or F depending upon relocation), rename the extention of the file to *.exe (where * is the filename) and open it with your debugger.
It will run just like an executable, because techincally, it is an executable just a special type...certain dlls are ran just like executables (i.e. rundll32.exe)
Unpack it just like you would an executable, just don't forget to update or rebuild the relocation, and then change the characteristics back, rename it again, and you done.
Regards,