If that doesn't work, you will have to extract the .dll to your system directory. By default, this is:
C:WindowsSystem (Windows 95/98/Me)
C:WINNTSystem32 (Windows NT/2000)
C:WindowsSystem32 (Windows XP, Vista, 7, win 8)
If you use a 64-bit version of Windows, you should also place the .dll in C:WindowsSysWOW64
Make sure to overwrite any existing files (but make a backup copy of the original file for safety).
Reboot your computer.