My three identical copies (on a rather fresh windows 98 install) are located in
I suggest you put it in c:\windows\system, and if that doesn't help you go to download.microsoft.com and (re)install the latest version of the .Net framework.
But there might be more behind it. See for example http://support.microsoft.com/?kbid=827073, although it doesn't apply to Windows 98 at all. But it shows this file to be a part of the .Net framework, and as such is the source for the second part of my suggestion.
Hope this helps.
Recently my msvcr71.dll file got deleted. I am running on windows98. I went to google to try and get a replacement, but I have no clue where I should save it to. Any suggestions?