Where can i get/find MSAFD.DLL? I think it might have been accidentally deleted because when i click on it, all these program things come up to choose what program to open the file with.
If you have your Windows installation CD it is probably on there - otherwise try http://support.microsoft.com.
If you can see the file in Windows Explorer then it's a good bet that the file is there (try a search). There should be no need to delete files - especialy if you don't know what they are - given the capacity of modern disk drives.