Off to a good start...

I just got FSDS3, and decided to be very sensible and run through all the exercises before designing my own plane. And on the very first beginners exercise (watertower.bgl) I'm getting an error message when I try to save 
MSXML4.DLL could not be loaded.
Config files won't be read.
Anyone want to tell me what that means? And how to fix it? I downloaded and installed MakeMDL and BglComp tonight, and told FSDS3 where to find them, so that shouldn't be the problem.
Gryshnak

MSXML4.DLL could not be loaded.
Config files won't be read.
Anyone want to tell me what that means? And how to fix it? I downloaded and installed MakeMDL and BglComp tonight, and told FSDS3 where to find them, so that shouldn't be the problem.
Gryshnak