A friend of mine is having the same issue, but the d2ex2.dll is in their Annihilus folder (and all the other d2ex2 files).
Any idea?
He's using windows XP, and get the full installer (the diablo 2 with 1.13d version + Annihilus Installer), and btw he's not using any antivirus.
@Game @acyroma
PS: Reinstalling several times, rebooting and poof! he gets in Annihilus now.