You cant go from one directory straight to another subdirectory and location, it has to be done one step at a time.
Only when in a subdirectory can you skip the CD part so he needs to do this :
At the A: prompt type C: then enter.
From C: he needs to type CD WINDOWS then enter.
At C:\windows type SYSTEM 32 then enter.
That should put him in the C:\windows\system32\ directory so he can then type :
Copy A:\OLE32.DLL
Then hit enter and it should hopefully be done
DOS isnt case sensative, I used capitals for clarity, make sure of the correct spaces though Simon