First of all download the SDL.dll file from HERE.
Now copy the SDL.dll file to the location
c:\windows\system32 (for Windows XP/Vista/7)
c:\winnt\system32 (for Windows NT/2000)
and then restart the computer.
If still, this does not work then try the following:
Click Start-->Click RUN(for 7 type run in the search bar below)-->type regsvr32 SDL.dll as shown below
If you still have problems registering the dll file, it is probably due to the 64 bit Windows you are using. To resolve that issue check the link mentioned below-
How to Register 32 bit dll on 64 bit Windows