Good place to check - before you do that, if this isn't a DLL you have built yourself, but rather an assembly you are simply references, make sure that your reference properties have been set to 'copy local' = 'true' for this reference.
I think what he meant was that he has a datagridview where one of the columns is of type combobox.
Barski: I don't believe what you are asking for is possible.
As Nate said, a master page would be your best bet here. You can put the design and navigation logic within that master page and when you go to create a new .aspx page, you can select this Master page.
MDI is a Winforms term. I'm not sure if I'm reading your question correctly but it seems to me that you want to create what's called a "User Control" in ASP.NET (Ends with the .ascx extension). You can then include this user control in any of your .aspx pages.