I\'m brand new to Python (and programming in general) I come from a finance background, so please bear with me. I just started using Python (Enthought\'s Pylab/Scipy/Numpy)
I have encountered a similar problem trying to use rpy2 with R 2.12 and Python 2.6 (as recommended by the rpy2 documentation).
It seems that windows binaries from http://cran.r-project.org/bin/windows/base/R-2.12.1-win.exe install the required R.dll in a directory not expected by rpy2.
I have copied all the files from R\R-2.12.1\bin\i386 to the bin directory, set an environnement variable R_HOME pointing to R\R-2.12.1 and it then worked.