Sounds like your guiminer download was missing a DLL file or corrupted or something. What OS are you using? Maybe try redownloading guiminer and starting from scratch? I never had any problems similar to this so not sure how it could have happened, unless you're using a weird OS or something. I would try starting from scratch, or alternatively if you have access to another computer maybe see if you can get it running on that to determine if it's an issue with your machine or if you're doing something wrong yourself that prevents it from working on either computer.
I use win7
I actually tried another version of Guiminer before. It didn't show me that message, but it seems like take me forever to finish the starting process.
Other than using Guiminer, is there any alternative software I can use?