Welcome to the forums, Marco
This is not an Adventure Maker issue per se, but a Windows Issue.
What Windows version (XP, Vista, Windows 7) are you using?
Did you try to reboot your computer after installing Adventure Maker?
Did you try to de-install and re-install Adventure Maker and restart your computer?
Is your computer up to date? I would first try to update my Windows to the latest available patch/service pack and restart the computer.
If this doesn't solve the problem, you could try to replace Oleaut32.dll from your Windows OS CD if you have one.
You can also check out whether any of the Microsoft troubleshooting infos can lead you to a solution:
http://support.microsoft.com/search/def ... 033&mode=r
(You can of course narrow the search to your Windows version)