Which program was on your computer to start with?
I've seen the Illegal Dos Function happen before when trying to copy on some USB drives..but, let's try this again. This is straight from Microsoft...
Missing Acwzmain.mde or Acwztool.mde
Check to see if you are missing either the Acwzmain.mde file or the
Acwztool.mde file or both. To do so, follow these steps:
On the Start menu, point to Find, and then click Files or Folders.
In the Named box, type acwzmain.mde, acwztool.mde.
In the Look In list, click Local hard drive(s).
Click to select the Include Subfolders check box, and then click Find Now.
If this search does not find one or both of these files, follow these steps
to replace the missing file or files:
Insert the Microsoft Office or Access compact disc.
By using Windows Explorer, open the Pfiles\Msoffice\Office\1033 folder on
your CD-ROM or DVD-ROM drive, and locate the Acwzmain.mde and/or
Select the missing file, and then click Copy on the Edit menu
Open the folder that you installed Office into. The default folder is
C:\Program Files\Microsoft Office. Select the Office\1033 folder, and then
on the Edit menu, click Paste.
NOTE: If both files were missing, repeat steps 2 through 4 for the second