making a sensor with arduino board

and wanted to know how to interface it to a software in windows xp pro most of the time we make a dll using c++ and use api calls,thinking of using I2C to USB converter,program i am using for my robot is LISPWORKS,i also have processing software

You'll need to write some sketch code to run on the Arduino and then communicate with it using the serial port (the USB Arduinos have a USB-to-serial chip on them). That will mean defining a serial data protocol that is agreed between the PC side and the Arduino side of the code. The Arduino can deal with all the low-level hardware interface tasks and the PC can do the high-level tasks.

yes i know how to hook it up using usb to serial and making or modifing the arduino code,but what software on pc side,so i can make exe or dll , to received and send api calls from my program right now i have it working with a serial display

You'll need to find a compiler for the PC that will let you write a program in some high-level language that you know. If you want to write in C, then you could try the Bloodshed C compiler and IDE:

http://www.bloodshed.net/

It's a repackaged version of GCC, the same as the Arduino uses, with an IDE.

Any high-level language compiler/library should be able to open the PC's serial port and send and receive data to/from the Arduino