When I try to install windows media I get the following message:( Unreg mp2Exe files linked to missing export ADVAP132.Dll :Set Named Security InfoW.)
I've tried to seach for a file but I can't seem to find anything. Can any one help?

It sounds like you're missing the ADVAPI32.dll file. You can get it here: http://www.dll-files.com/dllindex/index.shtml