FS2 download: Check the sticky at the top of this forum, aptly titled 'Freespace 2 download links'. I believe there's a link there to ISOs as well.
The missing DLL: You need to install OpenAL, not just get the dll. Get it
Here.
As for the video card registry key missing, I'm not sure what might be the problem. Perhaps try running the original launcher and set it up through that, then try the FSOpen launcher again? But that's only a guess at a solution, so might well not work.
[Edit] If you don't have the original launcher, it'll be in the ISOs you're looking for anyway.