by os he meant operating system, i.e. windows, while it isnt strictly speaking a os problem, or an anope problem its more a combination of the 2 problem
anyway, MSVCR71.dll is microsofts c/c++ dll, you can get it by installing any number of things, including the .NET framework. Anope isnt allowed to distribute it with anope so we have to rely on other things providing it.
Just doing a windows update is enough to get it to install the .NET framework