Stating the Operating system, installer version (date) you use and a text or jpg/png file of the error would definitely help to get a quicker answer.
It seems you are using MSWindows XP but I have no idea which version of the installer.
I tried with the 2016-09-27 version and this version doesn´t have this problem. I also don´t see any reason why other versions would have this problem.
It looks to me that somehow the dll was removed from your system.
I advise removing the pspp software, or just delete the whole pspp directory, and reinstall the latest version.