You may sometimes find that you can connect to the Internet, but then have a problem when you click a link to visit another web page. You might also have trouble printing a web page, or clicking on Print Preview.
Some of the symptoms of this problem are:
- Nothing happens when you try to link to another web page, either directly or by right-clicking on a link and selecting Open New Window
- A new page is opened, but the page is blank.
- Internet Explorer does not respond when you click on Print or Print Preview.
- You receive a message saying No such interface supported, or something similar.
If you’re an advanced user, comfortable with using Windows DOS commands, you can check if this is a problem with your computer’s dynamic link library (DLL) files. DLL files are a collection of small programs that are stored “offline”, so they don’t take up any space on your computer unless they are needed. However, they can go missing, become damaged or not be properly registered.
To check if it is the DLL files that are causing the problem, do the following:
- Close all currently open programs.
- Click on Start, and then click on Run
- In the Run box, type cmd and click on OK.
- At the command prompt, type in regsvr32 urlmon.dll, and then press Enter.

The message DllRegisterServer in urlmon.dll succeeded displays. - Click on OK, then type exit to close the command screen.
- Try again to link to a web page.
- If this did not solve the problem, repeat steps 1 to 6 for each of the following DLL files:
· Shdocvw.dll
· Msjava.dll
· Actxprxy.dll
· Oleaut32.dll
· Mshtml.dll
· Browseui.dll
· Shell32.dll (Windows XP and Windows 2000 only)

For more details, refer to the Microsoft article located here