Ole2.dll
OLE2.DLL is just one of the many librarys that provide interfacing compatiblilty for Object Linking and Embeding (OLE). This being an old technology that as been superceded by the .net framework that is now in itteration 3.5.
Enough of the jargon, there are many reasons you may get the "Is not a valid image" message but the most common is when you are trying to install a legacy 16bit application in a 32 bit environment.
To put this is laymens terms... older processors such as the 286/386sx which ran the old windows 3.1 operating system are 16 bits (16 registers made up 1 address of memory) to allow more memory to be addressed this was doubled to 32bits (and more recently again to 64 bits). For compatibility modern processors can work in each of the individual modes - however you cannot mix those modes.
So in essence what appears to be happening is your trying to install an application in one mode that is trying to utilise the OLE2.DLL written for another mode.
e.g. If a 16bit (very old legacy windows) application trys to access a 32 bit DLL such as OLE2.DLL it will encounter it is not a valid windows image - this i because it is trying to access a 32bit dll in 16bit mode.
The same will apply if you are trying to access OLE2.DLL from a 64bit application as it will try to address the DLL in a mode twice the size than it is capable of.
Although this may have not answered your question, it will at least give an indication of the problem - what to do next is to find out what application it is your trying to install, which version it is and its addressing capability.
When downloading applications from the net, if you are using normal windows xp you want a 32bit image which will be referred to normally as an x86 image (compatible with intel 8086 processors and above) if you are running windows 64bit then you want to download if possible x64 images. Theoretically the x86 images should work on all the processors, but the x64 wont work on anything less than the latest 64bit chips and operating systems.
If you can provide more infomation as to what operating system e.g. xp x86 or x64 and what application we should be able to move forward from there.
Cheers