Thanks, Epsilon, your hint with the textfile was really helpful. Actually the definition of a text file seems to be a workaround. I just tested it, included a textfile and added a few functions. In fact these functions are just declarations of dll functions.
So my extension policy bases upon the replacement of a dll.
By this mean you reaaly can change and extend the functionaliy of a game. Just replace als dll (which may have 2 o r 4 MB), which is much more conventient thant recompling hundreds of MBs.

I never understood why Gamestudio is so precious about it's wdl wdl files. Mainly it is text which is read in each time the program starts - like any other cript language. So in fact it is not frozen. - But obviously there is some protection mechanism which prevents from modifying these files. Therefore it does not work. - Taking a textfile instead is a handy trick to circumvent that mechaninism.

Thanks again.