This problem applies only with this program"you are the first"
I have XP all service updates, Avira AV, Ashampoo firewall and I have been on the machine for years so you know I have seen CrapCleaner, Malwarebytes, done registry cleans....kicked the monitor with my foot.
Once you download the dlls put them in the folder where you installed Curvy - normally something like:
C:\Program Files\Aartform\Curvy 3D
There should be a file called Curvy.exe already there. Put the dlls alongside that.