If you ever have a .dll problem, you can download the exact dll from the internet. Here is a link to a download for "granny.dll". Click the gray box that says "Download Zip File", then extract the .dll file to your Age of Mythology directory.
http://www.dll-files.com/dllindex/dll-f ... tml?granny
To fix the other problem, do what Mirez said. Crack = .exe that will run the game without a disk.