There is no such file in my Windows 7 system here, so it isn't a standard part of Windows.
Two things you can do:
1. Reinstall the application it came with.
2. Find out when you get this message (you didn't tell) and remove the trigger that causes it.
I just got a userdata.dll missing or corrupt. How do i download it fresh. All I get online are companies trying to sell something. There should be a way to fix this for fee, right?