Yes, you're missing a DLL. Maybe your installation was Custom but the export formats weren't selected.
Anyway, in the Common Files folder (probably C:\Program Files\Common Files\Crystal Decisions\2.0\bin) you should see a series of DLL's with the prefix crxf, which stands for Crystal Reports Export Format. The second element of the name is descriptive, and should be obvious.
On my machine, I have the following:
[tt]
crxf_html.dll 88 KB (exports to HTML .html)
crxf_pdf.dll 381 KB (exports to PDF .pdf)
crxf_rft.dll 161 KB (exports to Rich Text .rtf)
crxf_wordw.dll 161 KB (exports to Word Doc .doc)
crxf_xls.dll 449 KB (exports to Excel .xls)
[/tt]
We had a similar problem here with missing export options on some machines... I can't remember why it happened in the first place (CRDev922 install didn't include them automatically, or something.)
You may have to run the Install again, and modify the installation to include those export formats. Not all the necessary DLL's exist on the install CD in useable format. You can find the PD, RTF and XL export DLL's in the folder \CRDev922\ProgramF\CommonFi\CRYSTAL\20\bin and you can rename the HTML version from crxfhtml.dll to crxf_html.dll, but I don't see the Word version on the CD anywhere. It's the same size as the Rich Text export DLL, so who knows, maybe they are identical. It may already be installed on your system, though.
Unless you can copy the installed DLL's from someone else's machine, it's probably safer to modify your installation from the CD. It isn't necessary to re-install CR from scratch.
Good luck.
~ Brice