Hey Wizzy look we have all been there done that LOL!!
As one of our Admins says "The only stupid question is the one that doe not get asked"
The dll thing don't get frightened by that stuff unless you are really happy with working around in your computer it is usually nothing and it it was it would stop your machine.
If you are interested try reading though this and the tutorial it will make somethings a little clearer.
Just a little something that will make your machine a little faster and more efficient is this
Optimize Windows 7 - Windows 7 Help Forums
It is my bible when installing an OS on my machines and also when I am fixing friends and family machines too.
Now if you go through it slowly you will find lots of tweaks and they are all really thoroughly done by the authour Brink a fellow who is in my mind brilliant and if you need to ask questions he is just the most obliging person around.
The other thing is that you may lose some of the "bling" such as transparency (you don't have to I find it unnecessary) and all the tweaks are reversible.
If you do get stuck just post back in that tutorial and you will get help. Another bonus using this tutorial is that it helps you find your way around your machine and Windows 7!
Just one tip I would say you start with is do this
Registry - Backup and Restore - Windows 7 Help Forums do this and it will save you a lot of grief if you are ever doing things in the registry and even if you don't it is a good back up to have if your system ever gets corrupted.
(pretyped to save time)