To the best of my knowledge, Msvcr71.dll is part of the Microsoft Visual C Run Time library and nothing to do with Java; contact the person who posted the app and ask.
Whatever you do, don't just download the DLL from a web site (unless it's direct from Microsoft.com), there are good number of sites offering DLL's for free download, some of them will also contain malware!
first of all, i never knew Microsoft.com even had a search function. secondly, if someone knowledgable makes a comment like that and wants to help, they should appropriately put the link. it's not too difficult.
like the above reply shows an alternative that i didn't even know about. Now we people know what _helpful_ means.
If it can make you feel more comfortable, I downloaded msvcr71.dll from that link and it matches the one that I have on my system. I used fc and it found no differences at all. You're safe to download it and install it.
If you want it from Microsoft, then you'll have to buy a product that includes it.
The DLL is no longer avilable from MS on it's own, it went end-of-life some time back and can now only be directly down-loaded as part of the full redistributable (via MSDN web site), the big question is why would a Java Applet require Microsoft VS 2003 runtime DLL's?
You can check if they are the same version before replacing it. To register a DLL, you open it with regsvr32.exe. You'll probably have to right-click msvcr71.dll, select "Open with" and find the regsvr32.exe program in C:\WINDOWS\system32. A message should indicate successful registration if you have admin rights.
Edit: If a DLL that needs to be registered isn't, then applications won't find it.
I was getting the Msvcr71.dll error when trying to start Real Player. I downloaded the DLL file from the above link and put it in C:\Windows\System32. I did not have to run anything. After putting the file in that folder, Real opened fine.