1. Read the error message you computer gives you, when it fails to run the DLL. The message will likely say something like, 'This application failed to start because something.dll was not found or dll file is missing.' Even if the DLL exists, it'll give you such an error if it's corrupted. Write down exactly what it says.
2. Visit a DLL download website (see Resources) and search the site for the DLL mentioned in the error message. Most DLLs are quite common and are easily found online.
3. Download the DLL to the location of the old corrupted version on your hard drive. If your error message gave you a specific file path, save it there. Otherwise, it belongs in either the folder of the program that failed to run because of it, or in C:\Windows\System32. Check both locations for the corrupted file and overwrite it with the new, untarnished version.
4. Restart the program that encountered the error, to try out the repaired DLL. If it was some component of the operating system that alerted you to the problem, rather than an installed application, restart your computer.