Well, that's somewhat of a mystery. What came 1st the chicken or the egg? :)
It is possible, perhaps, that microspheres and DNA(or RNA) developed independently and then eventually joined together in some sort of symbiotic relationship. Or perhaps DNA managed to form a cellular membrane on it's own? I don't think anyone has a definitive answer to that question....just various postulations.
In other words: who knows? hehe
A number of different theories are listed here: http://en.wikipedia.org/wiki/Origin_of_life