DSETUP.DLL keeps getting delted - cant run the game

[Eguintir]

After the many hoops to jump through of setting this game up I am not sure it will eve run. It keeps giving an error that said file is missing, when i I unzip it there, it gives a different error first then sure enough its gone again. Obviously my computers protection sytem well not allow this file to live right? Am I wasting my time?