Right click the solution, choose Properties and then Configuration Properties. Here you can choose which projects to build.
[edit]:
See Kdt's comment: ... when I looked in configuration properties ... the project build target was configured for "Mixed Platforms" while the solution was set to build "Any CPU".
*When this problem happened to me, The main project only had 'Any CPU' and it set the child dll to 'any CPU' too, however, I'd deleted that profile and left only 'x86'. Picking x86 for just the dll make it start working
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