wpa_supplicant, & winpcap

I'm trying to get the windows binary wpa_supplicant-0.3.9 working with
winpcap-3.1 on Windows 2000 Pro. When I start wpa_supplicant, I get a box
stating that the dll files aren't in the specified path. The box lists
\WINNT\system32 as part of the path and the dll files are in that
directory. I tried copying the dll files to the wpa_supplicant directory
but that did not help. I must be doing something wrong or something is
missing.