you can try to download and install metanumerics http://metanumerics.codeplex.com/downloads/get/716529.
It seems that in this way the bug is fixed.
If the bug persists, copy meta.numerics.dll from C:\Program Files (x86)\Meta.Numerics to C:\RhinoOpenSourceCode\Lib\Meta.Numerics.dll
Finally try to restart windows.
Let me know. Best,
The error message is incorrect, because the file exists but is not loaded.
In fact, because you distribute by ZIP file, the DLL gets blocked by Windows during unzipping.
Right-click on the Lib\Meta.Numerics.dll file and select “Properties”, then click “Unblock”. The Python script will now load the DLL.