Hello
The CMD32.EXE file is not a part of Windows itself. It is part of a virus, but different vendors give it different names. As your system can't find the file, it sounds like it got installed but was cleaned out by a virus checker, but it didn't finish the job quite.
Go into the registry editor to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
and change
explorer.exe c:\windows\system32\cmd32.exe
to:
explorer.exe
John