You have a very common problem with R running under IIS. If you add 'C:\Program Files\R\R-3.1.2\bin\i386' (or x64 if you are doing 64 bit) to your system path and restart Visual Studio or IIS then the RODBC package will load correctly. This is only for running under IIS and has to do with the DLL search paths under IIS while trying to find R's subordinate DLLs.
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