Can't open certian files without this message appearing

Explorer has caused an error in WMP DXM.DLL
explorer will now close
If problem continues try re-starting computer

I find right clicking and chooseing the "explore" opption will open the files.
Anybody out there got a fix.
preciate any help,thanx

You can find that .dll here:
wmpdxm.dll

not being very "techy" what should I do when I FIND WMPDXM.DLL at the web site?
I don't understand the problem.
ps. ( thanx for the come back)

Download the .dll, and use it to replace the faulty one.
Directions are provided at the site I linked to.
They give directions using ExpressZip, but you can use any Zip utility.
Link to install directions:
http://www.dll-files.com/unzip.php