[GLLUG] LGPL and GPL - linking and distribution

[Mike]

So someone gets "libraryA.dll" off the internet.  It's under one of 
LGPL/GPL.  (It's source code is public, and not modified.)

They compile "programB.exe" under a proprietary license.  (It's closed 
source.)  It links with "libraryA.dll" during execution.  Are there 
restrictions on "programB.exe"?

This person wants to distribute them both in "programB.msi".  What 
should its license be like?  (Can it read the same as the proprietary 
license for "programB.exe"?)

What about copyright?  Can "all rights reserved" apply to any of these 3 
files?  Can copyrights be a problem later on?