Memory leak and external DLL

Question

Hi there,
I have an external DLL (written in VB.NET) that I've created that has few classes with few public shared functions in each class.

I call these function from my website in the following way (example):

mydll.clsCookies.getCookieValue(param1, "param2", "param3")

Because the functions at the dll are shared, I do not have to create an instance of the class first. I assumed that they exist at the application level and do not have to be destroyed at the end of the use so I don't do that as well. 

Is that a good way to use an external dll?
I've noticed that I have a memory leak and I thought that that might be the reason. Can that be the one?

Any advice will help!

Ofek Cohany