Windows NT4 is still supported, but you are getting this error message because the required dynamic link library pdh.dll is not installed on your Windows NT4 installation.
To fix this problem, copy the file pdh.dll from the NT4 subdirectory of your EventSentry installation directory (e.g. C:\Program Files\EventSentry) to the %SYSTEMROOT%\system32 directory (e.g. C:\WINNT\system32).
Please note that this file needs to be present on all NT4 machines that are being monitored with EventSentry.