Whenever I try to boot up my HP (OS Win98), after my desktop comes up, I get an error message stating something about explorer.exe needs msi.dll to start. I can't recall the exact message but can get it when I get home if needed.

Msi.dll is component that contains functions used to install MSI (Microsoft Installer) packages.

Have a look here.

Yes, I was able to find information on the relevance of the msi.dll file; however, I am just not sure how to correct this problem. All the information I have found on reinstalling the msi.dll file (assuming that mine is either corrupt or missing), requires me to be able to extract the file from the internet or from a disk. I am not able to do that because I am unable to get past this explorer.exe error message. It freezes up after the message appears on the screen and I have to do a hard shut-down.

The link I provided was for the installer package which includes the msi.dll file. I'm not sure if this would install through raw dos though.

If you can't start in Safe Mode for the above mentioned install, your best bet now may be to reinstall windows over the top of itself. ie; no formatting. A reinstall will want to go to c:\windows.000. Just redirect it to c:\windows. If you go this route, you may have to reinstall some MS updates.