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Now try to install again. ^^

Then just copy the .dll-files in the Windows System32 folder, as Tally said

FYI for those others who know a bit about PC maintenance and shit, if you find you can't install COD2 on Windows 7 64 bit or Windows 8, download these .dll files:

msvcp71.dll
mfc71.dll...

I was going to tell you to download some .dll files that are needed to run legacy code like COD2, but if you don't even know how to update Windows, I think it would all be too much for you. So, let's...

What version of Windows are you running? Is it completely up to date?