[Problem] System Error while dl'ing dolphin verions 3.0 up

[Garteal]

With a search query you would've solved your problem a long time ago as this question has been asked countless time.
There is also a FAQ on the main website which answers this exact question.

You have to install the prerequisites for Dolphin:
Visual C++ 2010 Redist (32-bit)
DirectX (even if you think you already have it installed)