To hear Winona Ryder tell it, Little Women came thisclose to having a big problem. According to the star, Columbia Pictures had agreed to let her dedicate the film to fellow Petaluma, Calif., native Polly Klaas, the child who was abducted and murdered in 1993. But just two weeks before the premiere, Ryder says the studio reneged. ''They promised me, then they told me it was too depressing. (So I told them) 'I'm off to do this press junket and I'd put the dedication in if I were you.''' A spokeswoman for Columbia denies there was a problem. ''They never said they didn't want to (do it),'' she says. The outcome? The last credit of the film (due Dec. 25), includes the dedication to Klaas as well as to Judy Scott-Fox, director Gillian Armstrong's agent, who died of cancer earlier this year.