NEVER have seen this error. With this and the missing UNLHA32.dll I'm suspecting that either your download got corrupted somehow or you have a really sucky download source.
Check the "Download Sites" thread to download a fresh copy. Again, you'll need both the RTP and the Program.
I geuss your right, when i open the monstergroup tab in the database it gives some error, so i'm now downloadingit again.