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When in an application we use functions which has been imported from a DLL(say DLL1) then the application is dependent on that DLL or DLL1. Thus application has a child dependency on DLL1. Now suppose for some purpose DLL1 imports some functions from another DLL say DLL2. Then this DLL1 has a dependency on DLL2. Thus the total hierarchy of dependency chain is like

+ Application
+ DLL1
+ DLL2

Suppose our application Application1 uses a standard C library call fopen() which has been imported from C runtime (msvcrt.dll). Again this library DLL is dependent on Win32 subsystem for fopen(). It actually calls Win32 API CreateFile() to kernel32.dll. Again this CreateFile() Win32 API actually calls NtCreateFile() in Ntdll.dll and finally Ntdll.dll resolves this call by invoking a software interrupt to operating system kernel.
Thus dependency chain looks like:

+ Application 1 (fopen() call)
+ msvcrt.dll (CreateFile() call)
+ kernel32.dll (NtCreateFile() call)
+ Ntdll.dll (software interrupt)
- NT OS Kernel

Microsoft Visual Studio 6.0 has a nice tool to explore the dependency of DLLs and executables named Dependency Walker. Location \Program Files\Microsoft Visual Studio\Common\Tools\DEPENDS.EXE

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