Here is a link to my copy of the file:
https://www.dropbox.com/s/65fiiuvu6n02mps/msvcp71.dll
It does indeed go into EA Games\Battlefield 2 directory.
So:
download to PC
COPY it to the EA Games\Battlefield 2 directory
try to run vanilla BF2
IF that doesn't work
Go to C:\windows\system32 in 32-bit OR C:\Windows\SysWow64 in 64-bit and search for msvcp71.dll
If it is not there, you need to download a Vista version of the file from somewhere, (sorry I don't have vista installed anywhere atm), and paste it into the directory (either 32 bit or 64 bit)
in Vista its not as easy to re-register a dll, what you have to do is to open an elevated CMD prompt (see the links in above post), to do this type in the Start Search box CMD then when CMD shows in the list right click it and choose Run as Administrator, then pop in the regsvr32 commands and links to files so:
regsvr32 c:\windows\System32\msvcp71.dll
regsvr32 c:\windows\SysWOW64\msvcp71.dll
*note the space after 2 and before C: