The performance monitor DLL file must be placed in a directory that is specific to your gateway. It can be placed wherever you like and can be renamed. When you set up the registry, you will insert a path to this DLL.
Even though this DLL is the same for all gateway instances, it is important that there is only one gateway type referring to the same physical DLL. Otherwise, the Windows NT Performance Monitor will attempt to load the same DLL twice for two different gateway types. This should be avoided because different gateway types probably store different information in their memory mapped performance data files, and a performance monitor DLL for one type of gateway is unlikely to properly use a file for another type.