SHLWAPI.DLL is one part of the Shell and Common Controls DLLs. Originally part of the install for Win95 and WinNT, new versions have been included with Internet Explorer versions 3.x through 5.x, as well as Windows 2000.
To resolve this problem,re-install Internet Explorer (if you're using version 3.x or higher). If you're still using IE 2.x, upgrade...
More information can be found in the MSDN article "Shell and Common Controls Versions", which is located at:
http://msdn.microsoft.com/library/psdk/shellcc/shell/Versions.htm
(If the URL above does not work, look for and remove any spaces inserted by the TechRepublic system.)
Hope this helps...