What does it mean and what do I need to do when at startup I get HDMDLL.dll can't load library?

That error is caused by a variation of a root kit virus that was identified in the wild a couple of years ago.

No need to panic though. Just get yourself a decent antivirus software package like the freeware avast! or avg, install that, update it and do a full system scan.

If viruses won't let you install antivirus or run it, you'll need to borrow someone else's computer to download/burn a antivirus rescue cd, then boot that on your own computer.

Oh, and if you already have antivirus software, you still need to install avast! or avg. Many of the commercial programs are inferior to the freeware ones. Norton anything is probably the worst of the worst, as far as commercial Internet security programs go.

That is part of your operating system and needs to be reinstalled. Take you OS disk and do a repair install (not a full install - full install wipes out everything).