Whenever I try to open Space Engine that message shows up
This message occurs, when part of your Nvidia Library is missing from your computer. So you can reinstall NVIDIA software or try to download strictly this file from http://fix4dll.com/openal32_dll, for example. Place it into your windows/system32 folder and all should work fine.
samkwhitlock, no, SE comes with that dll, there is no need to download it. Getting a message about the dll being missing is indicative of a bad install.
All forum users, please read this! My SE mods and addons Phenom II X6 1090T 3.2 GHz, 16 GB DDR3 RAM, GTX 970 3584 MB VRAM