Commented Unassigned: RDotNet.NativeLibrary is not seen by VS 2010 Express [46]

I added references to both Dlls to my project, included the line "using RDotNet" to the file.
Intellisense picked names, and can write a couple of lines to test, like:

REngine eRDot = REngine.CreateInstance("RDotNet");
eRDot.Initialize();
NumericVector nVec1 = eRDot.CreateNumericVector(dSource1), nVec2 = eRDot.CreateNumericVector(dSource2);
etc.

However, when I tried to compile the code, I got an error:
The type 'RDotNet.NativeLibrary.UnmanagedDll' is defined in an assembly that is not referenced. You must add a reference to assembly 'RDotNet.NativeLibrary, Version=1.0.0.0, Culture=neutral, PublicKeyToken=6f8b35aee7af2817',

and 'REngine' gets highlighted.

But reference is shown in Solution Explorer, with, properties: Version is "1.0.0.0"; Culture is empty; PublicKeyToken is not on the list of properties; Embed Interop Types is "false"
I even checked .csproj file by Notepad, the reference to "'RDotNet.NativeLibrary" is there.
Version of R.Net is 1.5, it should work with Net Framework 4, as well my project.
If I explicitly remove this reference, I got the same message. Seems VS compiler don't find this reference. Any idea?

Comments: I have the same exact frustrating problem using visual studio ultimate 2012