I had a friend who had the same problem. While trying to figure out what this file was, I found your post. Anyhow, I ended up fixing it on my own...here's how:
1) Start Windows in SAFE MODE (hold CTRL or F8 when system is booting).
2) In Safe mode, go to START > FIND > FILES AND FOLDERS and type in "hlpg.dll". Make sure you search your WHOLE C:
3) Rename the found file "HLPG.old"
4) Restart into normal Windows mode.
5) Fixed!
I'm not really sure what the file is, but with it deleted, there are no problems with my friend's machine. The first time you startup it will say it "can't find the file" but you can just click OK and the message will disappear. Anytime you reboot after that, you will not get any more errors.
Make sure you run Windows Update(
http://www.windowsupdate.com)--I think the file may be the result of some kind of worm sneaking onto your system and a Windows security fix will probably prevent it from happening again (this was the 2nd time it happened on my friend's machine--the first time, the dll had a different name). Also, be sure to run a virus scan just in case--you can use
http://housecall.antivirus.com for free.
Good luck,
-Newbie2000