I really don't know...
What is your XP version and Service Pack?
Is it something you just installed?
Has is ever worked?
Exactly what are you trying to do when you see this error?
Searching on the Internet, there are some places you can allegedly download this DLL, but it is generally not a good idea to just download files from untrusted sites and I would not know where to put it if you did download it. It is not on the genuine XP installation CD.
There are also sites where you can allegedly download Movie Maker, so I put on my daredevil hat and downloaded it and tried to install it and it says:
This product only runs on Windows Vista.
Since it is a Microsoft product, it would seem that the Microsoft engaged Support Engineer should know how to fix it or give you some advice that works - it is a Microsoft product and the MS Answers Code of Conduct says they are supposed to be the experts. It is their stuff so they should know how to make it work, right?
I am getting tired of constantly doing all the leg work for these "experts".
Perhaps somebody that has Movie Maker installed can check on their system and give you some better idee-ers.