I am getting the following error message on my work computer running Win XP:

DLL C:\WINDOWS\system 32\mokjgz.dll not valid windows image. Please check this against your installation diskette

I think the only thing that I did different yesterday is copy a wallpaper to use on my desktop computer here.
Everything seems to run okay, but that pop-up message comes up incessantly.

Is there a way to get rid of that warning? I don't think I saved the wallpaper, just used it for the day.

Try deleting that dll from the system32 directory and your dllcache sub-directory then run whatever malware cleaning software you use, such as SpyBot.

Whatever the dll file is, it is not part of the WinXP system and was not found with a Google search.

I can't return any hits for MOKJGZ - if the file exists in your system32 folder, right click it and select Properties, Details.

Does it list an Application Name?

It's application name is "unknown". I scanned the file with both AVG and Malwarebytes-it comes back clean. I don't know how to scan it with Spybot, since it's not one of the options open to me when I right click on it.
It's listed as an "application extension".

Send it to the recycle bin and reboot - if it reappears it's also in your DLLCACHE sub-directory (under folder SYSTEM32).

To view the sub-directory you'll need to enable Show Hidden Files and Folders as well as Disable Hide Protected Operating System Files under the Control Panel Folders applet.

The file should be deleted from each location.

Okay, now the "chicken" in me comes out. Since this is a work computer, there's no way I'm going to make it inoperable by deleting that file, is there?

It isnt a System file so you should be ok. If you put it in the trash and xp doesnt boot you will be abale to boot in safe mode and restore it. It's very suspicious with a name like that. Does it have the date on it? Is it recent?

Sending it to the Recycle Bin will allow you to restore it -

mj2c,
It says I created it and modified it today at 9:01 am. I was in work at that time, although I don't know what I was doing at the time.
I selected a picture of my grandson as my wallpaper today, but that was sent to me a few days ago and I viewed it and saved it days ago; I can't imagine that would make the error message appear, but I don't know. The application extension is 1K, by the way.

When I get to work I'll give it a go if I have the time: I only work 1/2 day tomorrow.
I'll let you know how I do.

Edit: I deleted the file and all is well. I may try to put the picture of my grandson back up as my wallpaper; at least now I know how to solve any popup it might cause.
I did run Spybot, Malwarebytes and anti-virus after I removed the file; nothing was found!