No error message? Such as...
'sysdm.cpl' is not recognized as an internal or external command,
operable program or batch file.
What is the response if you type dir sysdm.cpl and hit enter (in the command prompt)?
In theory, it should not be possible to get rid of this file (XP protects it - see http://support.microsoft.com/kb/222193).
Does the file exist in \windows\system32\dllcache? Can you run it from there via a command prompt instead of running from \windows\system32?
Tricky