This file is only included in Windows Xp. Microstudio 2.517 should install this file, if it is not then you can download it from this forum post:
http://forum.mtu.com/showthread.php?threadid=3253
This file must be placed in the Folder where the .exe file is. For Microstudio by default it would be in this location: C:\Program Files\Micro Technology Unlimited\Microstudio
If it is not in this folder then it will not work correctly.