Sorry that this post is so long after yours, but I have just had the problem myself.
I searched my registry for the dll and found it listed under only one path (other than the dll registration path which was the drive where I found the file). On my system that is: c:\Program Files (x86)\Microsoft Visual Studio 8\Common7\Packages\Debugger.
There was no copy off the dll under that path so I copied it there and then ran the workaround from MS. Ie: regsvr32 "c:\Program Files (x86)\Microsoft Visual Studio 8\Common7\Packages\Debugger\ms\msdia80.dll"
Nothing has broken yet!
I think the instalation that caused the problem in the first place was that of the ATI Catalyst driver
, which installs the C++ redistributable.
I hope this helps. Cheers.