Hi,
1) Have you made any changes prior to start of this issue?
2) When exactly do you get the error message?
3) Is the issue specific to the game?
Method 1: I would suggest you to keep the computer in the Clean Boot mode. Putting your system in clean boot state helps in identifying if any third party applications or startup items are causing the issue.
Clean Boot
How to configure Windows XP to start in a "clean boot" state
http://support.microsoft.com/kb/310353
Note: After clean boot troubleshooting step, follow the “Steps to configure Windows to use a Normal startup state” in the provided link to return your computer to Normal startup mode.
Method 2: Register the dll files one by one
a. Click the "Start", Click run, type cmd and hit ok
b. Type the following commands and hit enter after each command.
Regsvr32 wuaueng.dll
Regsvr32 shell32.dll
Regsvr32 jscript.dll
Regsvr32 vbscript.dll
If the issue is specific to the game then contact the game manufacturer for assistance.
Let us know if this helps.