Don't format, that will kill everything.
Chances are the rundll.exe giving you trouble is not the real one, but a virus-owned one. Or the original, damaged by a virus.
If the PC works, except for the turning-off problem, start it up, put in your CD and do a Search (from start menu) for Rundll.* on the CD. Set the search parameters to look inside .cab files. If it finds it, you can easily copy it by just dragging it from the CD to your Windows\system folder.
OR you can put the CD in and choose to reinstall the Windows, without formatting. This just overwrites the older files, fixing the corruptions.
If the PC won't start at all, do what Deepak suggests - go into BIOS to set it to boot from the CD, use the Wndows disk to start the machine, and then do the overwrite installation.
You MUST virus check the machine. Use your own, or download these good free checkers. Avast! is for viruses, Spybot for spyware/trojans and CCleaner tidies up the registry for entries left behind by viruses. (It also has a good Advanced mode that will show you what Rundll.exes you are running and who they belong to).
http://www.avast.com/eng/download.html
http://www.safer-networking.org/en/index.html
http://www.ccleaner.com/download
Make sure you get Avast! there is an Avast with no ! exclamation mark which is a fake and a bit virus-y itself, demanding money daily.