It's a module of the Windows Spooler Driver, to do with printing files. Not sure why your games would need it, but you can download the missing file here:
or you may be able to find it on your WinXP CD.
Hope this helps,
I took my computer into shop some time ago and had it updated from Windows ME to Windows XP Home Ed. I just tried to install some games for my grandaughter which I had on the ME edition and they won't install, I keep getting a message saying the application won't start because it can't find "winspool.dll". What is this and how can it be corrected. If you can help, I need details, don't know that much about computer workings.