Where to Acquire the Collaboration Data Objects Libraries:
http://support.microsoft.com/support/kb/articles/Q171/4/40.ASP
WARNING!
The link on that page, pointing to the Exchange Downloads,
is not working.

Please use the setup of your Outlook (add/remove components) to add the CDO.DLL to your installation.

For a detailed list about the products, and with what version of the CDO.DLL they ship, see this page:
http://www.cdolive.com/cdo7.htm