Actually, all DLLs are added to the Registry, but those that explort Initialize() are recorded as such, and Plus! doesn't attempt to load those that don't next time. And it's not just exporting Initialize(), it's exporting 'extern "C" __declspec(dllexport) BOOL __stdcall Initialize(DWORD nVersion, const char *sUserEmail, IDispatch *iMessengerObj)'.
Function signature is very important