I was able to get System Restore back by re-installing Windows ME and without having to format the drive or restore the entire system. Just hit Start/Run and enter or browse to c:\windows\options\cab\setup.exe
After doing so, Internet Explorer was set to 5.5 (the version that came with the PC). I've tried several times to setup IE6 SP1 but I get an error message stating that not all components were installed successfully: Internet Explorer 6 web browser, offline browsing pack, browser customizations, advanced authoring, address book, Outlook Express and Vector Graphics Rendering (V
ML).
Then, when I clicked on desktop folders I got the following error: Explorer caused an error in WMPDXM.DLL and I could not access the contents of my folders except through the Start/Run button. Even "Search for Files/Folders" gave the error.
I then Googled WMPDXM.DLL and found that in order to fix the error just type in the Start/Run window 'regsrv32 wmpdxm.dll' and it registers the file, which has to do with Windows Media Player version 6.4 and is sometimes in version 9 and 10.
So, then I clicked on a desktop folder and it opened just fine. When I rebooted the computer and then clicked on a desktop folder, I got the following error message: Explorer has caused an error in MSDXM.OCX I also fixed this problem by typing in the Start/Run window "regsrv32 msdxm.ocx".
So, in summary:
I have System Restore back and working by reinstalling the operating system.
I am able to listen to media through Windows Media Player, which was not working because the first thing it does when you download version 9 is set a Restore Point.
Finally, I learned that if you google a filename you get answers that are specific to your error. I wasted a lot of time combing Microsoft support webpages and forums. Although, I'm glad I found Computerhope.com!