That just means the DllRegisterServer function isn't exported by the DLL. In lay terms, it's not a COM component, although self-registration isn't a strict requirement.
Do you have Outlook Express installed? Like many Windows components, Outlook Express is an integral part of the operating environment, whether or not you use it. (This isn't 100% true in desktop versions of Windows.) You can reinstall Outlook Express from Control Panel -> Add or Remove Programs -> Add/Remove Windows Components. (Start -> Run -> appwiz.cpl if you don't see it in Control Panel.) If Outlook Express is checked, uncheck it, click Next, and follow the wizard's prompts. Open appwiz.cpl again, check Outlook Express, click Next, and follow the wizard's prompts.
That should repair Outlook Express if it's broken. Note, you don't actually have to use Outlook Express if you don't want to, but you're using Messenger, so you've already had a taste of Microsoft's Kool-Aid. ;-)
