The address bar is the resource you're asking for on the remote (Ebay's) computer. While we're used to seeing .htm or .html or .php or .asp or .asmx, the reality is that the extension can be anything that the web server has configured to respond to an HTTP request.
In eBay's case, the .dll file is handling your web request. There's nothing 'wrong' with that.
(When you go to
www.***** and don't specify a resource, the server gives you a default resource based on its internal configuration.)