Well, i'm not really sure about the missing dll problem you are having, but here is what I did once.
1) delete the entire kazaa program folder (example "C:\program files\Kazaa")
2) download and use "RegCleaner" from
www.jv16.org - delete all registry keys that are authored by Kazaa
3) install K++
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To change your shared folder
1) goto Options
2) click on the Traffic tab
3) put your folder in the "shared folder" box.