1/. Assuming your opponent has setup the game, in the dropbox folder you are both sharing there should now be a gamename_001.ema file
2/. Copy this file, and Paste it into your C:\Users\username\Documents\Battlefront\Combat Mission\XXXXXX\Game Files\Incoming Email folder
(where XXXX will vary if you are playing Black Sea, or Fortress Italy, or Normandy or whatever)
3/. Run the game, and select the 'Save Games' section; you should see gamename_001 listed.
4/. Once you've completed you turn, and it's prompted you for a output file name (default gamename_002, which you should leave as is), browse to your C:\Users\username\Documents\Battlefront\Combat Mission\XXXXXX\Game Files\Outgoing Email folder
5/. Copy the gamename_002.ema file there into that shared dropbox folder.
CM Helper and other such apps do this all for you, and more.
try to run it as administrator or reinstalling it. It looks for a dynamic link library that is not on the program path or system path or installed with different permissions.