MSVCR71.DLL is a Visual C++ runtime file.
I can't remember if it is installed along with .net framework 1.1 or the Visual C++ 2008 Redistributable Package.
But it really does not need to be installed, On the working system you should have it in the Windows\System32 folder.
Put a copy of that file in the other XP system thats complaining and it should work fine.