Hi courtney,
When shell.dll is missing it will usually be because your system has been infected with a virus which has corrupted it, and your AntiVirus program has removed it.
It's a system file, and there should be a copy of it in your WINDOWS folder, and another in your WINDOWS\SYSTEM32 folder.
Download a new copy of the file
Search the two folders mentioned, and see if you find copies of the file there. (You might need to change, in 'Folder Options', these settings:
Open up 'My Computer', go to 'Tools -> Folder Options -> View' enable 'Show hidden files and folders'. and deselect 'Hide extensions for known file types' and 'Hide protected operating system files'
You'll need to delete the files because they may be altered, infected copies, and then copy the freshly downloaded file into both directories.
No guarantees, but it's a technique which has worked for others.
Windows most likely won't allow you to delete the file directly, and you might have to do it from DOS. If so, pop a new floppy disk into the drive, open up 'My Computer', right click the drive and choose 'Format'. Ensure that 'Add system files' is checked, and you'll end up with a bootable diskette to which you can add the SHELL.DLL file and use DOS commands to copy it to the necessary directories on your hard drive.