Recently I downloaded the demo for the game Titan Quest on Steam. When I attempted to run the demo the game would not start because it was missing the msvcp71.dll file. Luckily this file is easy to locate with either a quick Google search or if you have the latest version of Open Office (ver 2) then you can copy the file into the demo directory Steam creates for the Titan Quest demo.

NOTE: I am running Windows XP 64 Professional so this issue could possibly be specific to that OS and may or may not effect regular XP or Vista users.