php_mssql.dll is an extension that resides on the server (either testing or remote) in the ext or extensions folder in the Main PHP folder. It basically enables/configures MySql on the server. The php_mssql.dll file would have to a) physically exist on the server and, b) be enabled in the php.ini file (usually by uncommenting the line referring to that extension).
Essentially - unless you have admin access to your server's root - it would be up to your hosting providers to sort this out if it is a remote site, or you would need to sort it if it is on your local testing server.
Create a file called phpinfo.php containing nothing but the these lines (in code view):
Upload it to your server and then access it via your browser. This will display a list of your PHP configurations. It will tell you what you have configured in terms of mySql amongst (many) other things.