phil, 

this problem stems for the pissing match between adobe and microsoft that has been going on for a couple of years. in previous versions when you viewed your files in windows explorer (in "by thumbnail" view), the OS would some times not release the control of the file, even after it was opened in PS. (if you ever had an error that stated "Unable to save file, file is open or in use..."  you'll know what i mean)

because microsoft said it wasn't "their" problem and adobe should fix it (and adobe said it was an OS issue), adobe decided NOT to include the .dll 

their take is *"if you want to add the .DLL on your own, feel free, but don't complain if you get that error!"
*so if you do install the DLL and the error crops up you'll know why.

it comes down to a trade off of sorts.