MD80 CREW HAD A TCASII RA WHILE TURNING FINAL FOR RWY 35C IN DFW CLASS B.

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RA ON APCH IN IMC. DURING APCH RWY 35C AT DFW; WE WERE GIVEN A L TURN 030 DEGS TO INTERCEPT LOC RWY 35C; DSND AND MAINTAIN 5000 FT. A 30 DEG BANK TURN WAS INITIATED FROM A HEADING OF 090 DEGS; LOC WAS ARMED. LOC CAPTURED; BUT DUE TO STRONG WESTERLY XWINDS ACFT OVERSHOT RWY 35C LOC BY APPROX 1/2 NEEDLE DEFLECTION. DSNDING OUT OF 5800 FT; WE GOT AN RA TO 'REDUCE DSCNT.' I RESPONDED BY DECREASING RATE OF DSCNT TO GREEN ARC AND CONTINUED THE TURN TO INTERCEPT THE LOC. AUTOPLT AND AUTOTHROTTLE WERE DISCONNECTED. THE FO ADVISED ATC WE WERE RESPONDING TO AN RA. AT THE SAME TIME WE BEGAN TO RESPOND TO THE RA; ATC ADVISED OF TFC OFF OUR L; AND THAT THE TFC HAD VISUAL SEPARATION FROM US. FO ADVISED ATC WE WERE IN IMC CONDITIONS. AFTER ESTABLISHING OURSELVES ON THE ILS; I REPEATED TO ATC; THAT ACFT COULD NOT HAVE VISUAL ON US; WE WERE IMC. HE SAID TO CALL TRACON IF I WANTED. I CALLED THEM AFTER LNDG; AND WAS ADVISED THAT THEY WERE ALREADY INVESTIGATING WHAT HAPPENED; BUT THEY WERE PRETTY SURE THERE WAS A CTLR ERROR.