Legality of shlwapi.dll

Is it leagal to ship shlwapi.dll freely? I am working on a product which uses MSXML 3. The msxml3.dll depends on shlwapi.dll directly. Though shlwapi.dll comes with various versions of IE and MS Office but I don’t want to take a chance. This file isnot present in a freshly installed Windows NT machine. Will it be leagal on my part to ship shlwapi.dll along with my product?

Please help.
Regards
-Surya Kanta Naik