I have the same problem. with RDotNet 1.5 (from NuGet) and R 2.15.1 installed.
when I start the pro in vs2012.this line prompt the error:"Dll was not found.".
engine = REngine.CreateInstance("RDotNet")
1.@"C:\Program Files\R\R-2.15.1\bin\x64" exists.
2.In bin folder,"RDotNet.dll,RDotNet.NativeLibrary.dll" exists.
3.C# program compiled as AnyCPU.