.dll Problem

Hello,

Downloaded a video editing program into a new Folder, but it keeps saying that a .dll is missing.

The program is embedded into my JVC Camcorder, and apparently you must Upload it to your PC to edit any videos on the Memory Card.
The Download seemed "funny," as it downloaded a zillion icons, etc. to the PC.

So, as usual, I'm probably doing something wrong, or missing something.

But, the .dll it says is missing is in the Folder.

So, I'm guess that this .dll goes someplace else ?
I know nothing about .dll's.

Might it belong in some W7 "System Folder" or...?

I seem to remember from way back that there was also something about "Registering" .dll's, but I don't remember what.

Any thoughts on where to put this .dll, or anything else on this, would be most appreciated.

Thanks,
Bob