What problem?
Explain what 'lost urlmon.dll' means to you exactly - why do you think it is lost?
If the urlmon.dll file is missing, you will see an error like this:
Explorer.EXE - Unable To Locate Component : This application has failed to start because urlmon.dll was not found. Re-installing the application may fix this problem.
If the urlmon.dll file is corrupt, you will see an error like this:
STOP: c0000221 {Bad Image Checksum}
The image urlmon.dll is possibly corrupt. The header checksum does not match the computed checksum.
Or you might see a message like this:
The application or DLL C:\WINDOWS\system32\urlmon.dll is not a valid Windows image. Please check this against your installation diskette.
In either case, you will have no desktop (only wallpaper) but can get to a Command Prompt from Task Manager and replace the missing file (but you will have to exit Task Manager first).
You can also boot into Safe Mode with Command Prompt and replace the missing file.
Note that a missing or corrupted c:\windows\system32\urlmon.dll is not replaced by sfc /scannow since that is not what sfc /scannow does, that is not how it works and that is not what it is for.
You should tell us more about your system and what you think happened to it:
Since the MS Answers forums implementation does not prompt for any system information when a new question is asked, so we know absolutely nothing about your system.
Not knowing fundamental information about a problem prolongs the frustration and agony of resolving these issues but that is the way they choose to run things here.
Thank you MS Answers owners, for continuing to make the resolution of simple problems as frustrating and time consuming as possible.
Please answer the following questions as best you can:
What is your system make and model?
What is your XP Version and Service Pack?
What version of Internet Explorer are you running and have you attempted to update your IE lately?
Describe your current antivirus and anti malware situation: Microsoft Security Essentials (MSE), McAfee, Symantec, Norton, Spybot, AVG, Avira!, avast!. Panda, Trend Micro, CA, Defender, ZoneAlarm, PC Tools, Comodo, etc.
Was the issue preceded by a power interruption, aborted restart, or improper shutdown? (this includes plug pulling, power buttons, removing the battery, etc.)
Does the afflicted system have a working CD/DVD drive (internal or external)?
Do you have a genuine bootable XP installation CD that is the same Service Pack as your installed Service Pack (this is not the same as any Recovery CDs that came with your system)?
If you are getting some error message, what does it say (exactly)?
What do you see (exactly) that you don't think you should be seeing and when do you see it?
What do you not see that you think you should be seeing?
If the system used to work properly, what do you think might have changed since the last time it did work properly?