You will have to link with the MP library, and this will mean that always the OpenMP version will be used. One way to get single threaded behaviour when you want it is to have the program all openMP runtime routines to set the number of threads. You can also control this through the pragmas that demarc various sections of code. There is a way for the pragma to specify the number of threads.
I don't expect you'll have much luck trying to link in both openMP and single threaded libraries, you'll have a lot of multiply defined labels. Maybe you could load shared libraries in a clever way to keep each dll in it's own namespace.