Removed window component

I have deleted a windows component. Where are the old days when you messed
up and you could call someone?
I bought an external hard drive to save my info on and I guess I need to use
some software.
I tried to uninstall Windows Messenger and went to add & remove windows
components. Don't know what I did wrong, know enough to get into trouble, but
I have lost my D drive and internet icon on desktop.Don't know what else.
In windows components wizard I have tried to check everything and see if
that would fix. Goes to examining installed files which as it says takes a
few minutes, copying files.
Files needed Box pops open and reads, 'the file "AuthorScript.dll on
Windows XP Professional CD2 is needed. Type the pathwhere the file is located
and then click OK.
I don't have the cd, didn't come with computer, HP lap Top.
Copy files from C:\cmpnents\mediactr\i386
Gives the option to browse but I don't know what to browse for. Can't finish
copying files...So I cancel...
Even if I had a disk only hope is to download as now I have no D drive!!!
Help please!!!
Tried to restore and is not available