On the OEM version of WinME I found this:
"INSTALLION AND SETUP OF MICROSOFT BACKUP
========================================
In previous editions of Microsoft Windows, Backup was
available as an optional component located in System
Tools. Microsoft Backup is now available as an iexpress
package (named msbexp.exe, installed from the Add-on
folder on the Windows Millennium CD-ROM. Backup requires
at least 5.1 megabytes of free disk space on the hard
drive for installation.
To install Microsoft Backup on your system, browse to
the Add-ons\Msbackup folder in the Windows Millennium Edition CD-ROM. Locate the Backup Iexpress installation package (msbexp.exe). Double click on msbexp.exe. The package will open and provide instructions for completing
the installation."
There's more to the .txt file. [The bold emphasis is mine.]
If your Dell/recover disk doesn't have it, maybe you could borrow an OEM or retail version to obtain the file, it's 1,399KB in size and the text file is 4KB.