SPECIFICALLY what DLL is not found. Need more info. List your hardware specs.
Make sure you have the latest driver installed for your video and sound cards.
I don't recommend WinME if you're a power user or a serious gamer. Benchmarks show it's slower than 98SE.
Forget what Microsoft says about it - WinME is NOT an upgrade like 98 was, it's a consumer OS targetted for people who are computer novices and who need to be protected from damaging their own systems. WinME makes it a LOT harder to accidently delete critical system files, and has a lot more self-repair ability if you should somehow manage to delete critial files despite all that.
The price you pay for this is performance and code bloat. WinME has a MUCH larger hard drive footprint than Win98SE, and as I said before all benchmarks show it runs slower.
As far as stability, I think it's a joke. ME is no more or less stable than 98 - maybe less because, despite what Microsoft says, 98 drivers are usually NOT compatible with ME and hardware manufacturers have been slow to make their drivers fully ME compliant. ME is STILL a DOS-based OS and as long as it is, it can never be the paragon of stability that an NT-based OS is (like Win2K). In ME, just like in 95 & 98, one misbehaved app can still over-write the memory space of other apps, which renders the stability claims pointless. If stability is a real issue for you, consider Win2K Pro.
MS would LOVE you to think that ME is an upgrade to Win98 so it can sell you the thing for a rediculous price, but it's not. Most of the improvements are available for Win98 in updates or service packs, and the few that aren't are nothing to get THAT excited about.
If you do a re-install anyway my advise is go back to Win98SE and take WinME back to the store for a refund or sell it.
Because Win2K still has issues with some D3D games (OpenGL games are no problem, though) I would still recommend 98 for serious gaming.
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The Flying Penguin
http://TheFlyingPenguin.com