Ah ok. I wondered whether just the .dll had been deleted but if you've uninstalled it or rebuilt your system then you're right - the registry entries won't be there. Anyway, I found out what it is ... it's Satish's Plugin Pac.
In that case you'll need to look through the .veg file with a hex editor and see what plugins are referenced there - fortunately they are listed by name.
If you find a reference to one that you don't have installed then you may have found the one causing the problem. Re-install the plugin and you may be able to open the .veg file successfully.
Actually, for this particular exercise, a tool that can locate just the text strings in a binary file is better than a hex editor - you might like to have a look at the free BinText utility from http://www.foundstone.com/resources/termsofuse.htm?file=bintext.zip
I've found it very useful for this sort of thing in the past.