C# change executable to dll file

Question

I am told to modify a C# 2010 console application that calls (executes) a C# 2008 console application. The C# 2008 calls a web service to upload and donwload documents. The console application that calls the web service was written by the company that maintains the web service.

Now I am told that excuting the C# 2008 that calls the web service will have a performance problem. I need to change the application to run as an executable that is running in memory.

Thus can you tell me and/or point me to a reference that will tell me how to change the application so that it runs an an executable?