dll or src?

hi
i have c# codes behind for my pages. some of them are related to events and some others are databinding
do i need to make dll files?
first of all is it secure to have all codes in c# as a .cs file?
second does it affect in performance? i mean does it compile every time?
if there is a problem having codes like that,how can i make dll files using visual studio 2008?
 
thanks in advance

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