MSXML setup fails

I developed a VB application that uses Microsoft XML version 2 (marked as
reference). The setup file includes MSXML.DLL.
It works fine on my own PC, which has Win 2000 installed. When i try to run
the setup on a Win NT server the setup file shows an error message:
initialisation dynamic load libray failed followed by the name MSXML.DLL.
Does anyone has a solution.

By the way I also have some MDAC/DAO stuff to install in combination with
MSXML and have read something about possible errors....maybe this is not
important...

Thanks in advance