Trying to play a game and this message goes out:

Can not run unicode version of ATL71.dll on windows 95, windows98, windows me,
please install the ANSI version.

I remember fixing this problem before, but i forget , please help

I don't have the file ATL71.dll on my system but I do have Atl.dll and ATL80.dll files. Both tell me by their various Properties strings that they are "ATL Module for Windows (ANSI)" and one comes from a Visual C++ 6 package so I would suggest that you download and apply such a package.

SP6 for Visual Basic 6.0
http://support.microsoft.com/?kbid=290887

Visual C++ 6.0 Runtime - Atl.dll Microsoft ® Visual C++ 6.00.8449
http://support.microsoft.com/?kbid=259403

Visual C++ 2005 Redistributable Package (x86)
http://www.microsoft.com/downloads/details...;DisplayLang=en

Visual C++ 2005 SP1 Redistributable Package (x86) version 8.00.50727.762 ATL80.dll
http://www.microsoft.com/downloads/details...;displaylang=en

Although 2005 SP1 does not list 98 as "supported" it does still install as that is where my ATL80.dll file came from. Further, both 2005 C++ download pages state that you need Windows Installer 3.0 or 3.1 but that is patently false information as Windows Installer version 3 is NOT for Windows 98 nor can it be made to run on 98 at all.

I have it in my system. It came with GoogleEarth 4.0.2416.0 (beta). Hence, it's freely available.
But to make it easy for you, since GoogleEarth is a way too big download to do for just one file,
I have uploaded it here: ATL71.DLL version 7.10.3077.0 (ANSI). It is the latest existing version of this file, AFAIK.
And ShadeTreeLee is right: in its properties, it says it is part of MS Visual Studio .NET, although it does not
depend on any files from the .NET framework.
HTH