I don't know, sorry... but searching my entire hard drive for files named or containing 'openal' turns up a copy of OpenAL32.dll in Dolphin's folder on my desktop, as well as in a few folders under Steam (RailWorks, Unreal Gold, and Psychonauts), one in OpenRA, and a file called OpenALwEAX.exe in C:\UnrealTournament\System\... might one of those be the culprit?
Oh, and the exact error I got was "The procedure entry point alcCaptureStart could not be located in the dynamic link library C:\Games\Freespace2\fs2_open_3_7_<releventversion>.exe", if that helps.