dsetup.dll is a Direct X file, so if you've got the Direct X installation software on one of the disks which came with your PC (or with some software), try running that.
Otherwise, you'll have to manually re-install the file. If you've been trying to run a program which can't find the file, try again and look at the error message. It might tell you where it expects the file to be, e.g. something like 'could not find dsetup.dll in C:\Windows\System32'. (If the error message doesn't tell you where the file should be, don't give up. Just read below).
You'll also need some software to unzip the file. I believe that XP has this built in. If you've got a pre-XP version of Windows, you've probably got something like WinZip anyway but, if you've not got any suitable software, you can download IZArc, free, here:
http://www.tucows.com/preview/335168
Now download the dll file, free, from here:
http://www.dll-files.com/dllindex/dll-files.sh tml?dsetup
Save that file to anywhere you like. (You can delete it later anyway). The desktop will do fine.
Double-click on the downloaded to file to launch your unzipping software.
Click on 'dsetup.dll' and select 'Extract'. (Depending on your software you might get to 'Extract' from one of the drop-down menus, by right-clicking on the file name or by simply clicking an 'Extract' button).
Now browse to select the appropriate destination for the extracted file. (i.e. the folder identified by the error message you looked at earlier). If you couldn't identify a specific folder, use the one indicated below:
For XP: C:\Windows\System32
For NT or 2000: C:\WINNT\System32
For 95, 98 & ME: C:\Windows\System
Now reboot your PC. Hope