Options --> Debugging Options ---> Events ---> Break on new module (DLL).
This causes OllyDbg to pause at the point the "ZwMapViewOfSection" function has just returned.
If you want to break at the "DllMain" function of a system DLL, instruct OllyDbg to pause at "System Breakpoint", select ntdll.dll from executable modules table (ALT+E), and then CTRL+S to search for the following sequence of instructions.
Place a breakpoint on the call [ebp+0x8] instruction. Each time the breakpoint is hit, inspect the stack to see if it is the system dll you are expecting.
I am not sure if Immunity has a built-in command for that. In Windbg, it is much easier.
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