I currently use the .dll patch; it seems to work ok, should I remove it?
As a user you have a choice of which patch to use. Removing it would be entirely at your discretion. There are some advantages to using the WinMX Community PiePatch however. Nothing in the patch is hidden from a user in any way. The hosts file can be opened with Notepad and the entries viewed by anyone. There are no hidden IP blocks and the WinMX software is not modified in any way.