No, everything is just supposed to work. Especially since corona.dll is right there in the screenshot!
Looking at that screenshot, he's missing a bunch of DLL's. if I remember right the sphere download was split into a zip with binaries and one with DLL's, for some reason. He may have forgotten to download and/or extract the latter one...
Thanks for the help, Ill be looking for the DLL's and I'm sure ill find it soon. However why was it split into two, was there a legal issue?
Oldtimer knowledge: It was split up back in the day since the filesize was too large to download all at once. Can you imagine!
I just deleted everything and ran the installer I had found on Sourceforge. Anyways thanks for the help!