Download this file to your computer:
http://www.cpuid.com/downloads/cpu-z/cpu-z_1.79-en.exe
Run it, accepting the defaults, to install the program.
You'll find that you've got a new desktop icon. Double-click on it to run the program. That will find out about the main hardware in your computer, in a window which looks like this:
http://img15.hostingpics.net/pics/190653CPU.jpg
That's actually the result I've just got with my own PC. You'll see that the 'Instructions' field includes 'SSE2'. If you see the same you'll know that your CPU supports SSE2; if not, then use the uninstaller for older processors.