D's advice is good. A simple Google search offers you at least two (2) downlooad sources.
That said, that file DON'T exist on my system, and given it's age, there are surely many orphan DLLs laying around...
If the error DON't prevent you from executing any application and you have normal functionality, it may be a left over entry left in the registry after you uninstalled some programm.
Some times, uninstallers don't always properly remove references to removed files, both DLLs and executables.
In that case, it may be beter to just suppress that entry from the registry.
Launch regedit and do a search for Connapi.DLL. Suppress values containing it. If the value also contains other entries, edit that value to ONLY remove "Connapi.DLL" from it.
Electro, July 2011