Are you running Windows XP OS? If so, you might need to uninstall the latest MSXML 6.0 (via Windows Add/Remove Program), then re-install RenderMonkey (which will install the MSXML 6.0 that it needs). You can then reinstall the latest MSXML 6.0 (via windows update) if you want to.
The problem is that RenderMonkey is expecting an older MS XML 6.0 than what you have in your machine. The older MS XML 6.0 can coexist with the higher version (but you can't install the old version once you have installed a higher version).