This dll is part of McAfee anti-virus. So the answer to your question is" "(re)install McAfee antivirus".
But you might mean: how to get rid of a message about a missing vshinit.dll at boot? If that's the question, there is another answer also: go into regedit, and delete the references to this file in HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\SharedDLLs and HKEY_LOCAL_MACHINE\System\CurrentControlSet\control\InstalledFiles and
Search for vshinit and be sure you know how scanreg /restore works in case you mess it up.
Hope this helps.
How do I replace vshinit.vxd without having to reload entire operating system?
I have win98se on a HP 6635 Pavilion with Intel Celeron 533MHZ.
Thanks for your help.