I've had this problem a couple of times. I think it may be related to SQL 2008.
I've manually added the extended stored procedure and the server seems to accept them. Then when I go back to view the setup the DLL property is blank.
OS Windows 2008 (64-bit)
DB SQL Server 2008 (64-bit)
NAV 2009 (classic client used)
Has anyone else had this problem?