This is a Windows error.  It means that the "MDAC" component of Windows is not installed correctly.  MDAC stands for "Microsoft Data Access Components". 

If you're on Windows XP, you might try installing this:
http://www.microsoft.com/en-us/download/details.aspx?id=21373

Many users have succeessfully resolved this problem with a $5 tool from here:
http://www.macropool.com/en/download/repair_mdac.html

This page offers from free (and more technical) ideas to try:
http://www.macropool.com/en/download/mdac_xp_sp2.html