PAquick,
The file that you need is
attached at this Thread. The Winhttp.dll file is not in Windows 98 or ME. In the current download of Microstudio, it places this file on the Floppy Disk. So you can either Redownload Microstudio 2.506 or just place this file on the Diskette and it will then register.
Extract this file to the floppy disk that you have the RunMe.exe file on.