Melodee,

You are right the download, probably an automatic update did not finish completely, because of this Windows is looking for a file that is not there or is corrupted.

There are two options:

#1 I assume from the description you have XP, restore the registry to just before the update. You will lose any applications that were installed in the meantime, although the files are safe.
The instructions on restroring the registry can be found at: http://support.microsoft.com/default.aspx?scid=kb;en-us;307545

#2 This one may or may not work. If you notice there is also a details button on the send/don't send screen. See the file that is causing the problem and copy a fresh copy in its place, you may have to go into safe mode to do this.

Mike