I had a Windows Server 2003 R2 x64 (30day edition) running. When I decided to run all updates (http://windowsupdate.microsoft.com), I saw the following warnings in the Application Event Log:

Event ID: 37
Type: Warning
Source: WINMgmt
WMI ADAP was unable to load the C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\aspnet_perf.dll performance library due to an unknown problem within the library 0x0.

I’ve red several sites (like the Windows Knowledge base: http://support.microsoft.com/kb/266416 ) about it and it didn’t gave me a satisfying answer. They were about disabling performance counters (I don’t think this is the way.. ) or about doing a:
winmgmt /clearadap
winmgmt /resyncperf “winmgmt service pid”
(which didn’t work in my case)

Finally I decided to install a complete new machine, I installed the Microsoft .NET Framework 2.0 (x64) and didn’t got any warnings in my event log. Then I installed the Security Update for Microsoft .NET Framework 2.0 (x64) (KB928365) (via automatic updates) and I got the warnings again.I uninstalled the Security Update for Microsoft .NET Framework 2.0 (x64) (KB928365) from the “Add or Remove Programs” at the Control Panel and the warnings were gone…Then I reinstalled the update again (from automatic updates) and still didn’t got any warning, so uninstalling and reinstalling the Security Update for Microsoft .NET Framework 2.0 (x64) (KB928365) worked in my case.
I also red the known issues of KB928365 (http://support.microsoft.com/kb/928365) (which are a lot) but it didn’t said anything about the warnings.
Hope this will help you …