This is Microsoft's C runtime for MS VC 7.1.

It doesn't come installed on all Windows systems, so the
Zope installer needs to supply it.
It should NOT be distributed "randomly".  Tim Peters has
a valid Visual Studio .NET 2003 license, and because that
product is used to compile the C code in Zope, Tim has the
right to redistribute the C runtime DLL.  When someone else
builds a Zope installer, they need to have a valid MS
VC license too (or remove msvcr71.dll from the distribution).