This error message may be seen when the installation folders are being manually deleted after some failed or aborted installation.  The problem most often occurs because the Microsoft "Distributed Transaction Coordinator" service has found OCI.DLL in its search path and has loaded it into memory along with the Microsoft DLL MTXOCI.DLL.

Mtxoci.dll is a dynamic-link library (DLL) that is used internally by the Microsoft ODBC Driver for Oracle and the Microsoft OLEDB Provider for Oracle in conjunction with Microsoft Distributed Transaction Coordinator (DTC) to provide transactional support to Oracle databases.

Common Windows Services that lock this file are Distributed Transaction Coordinator, COM+ System Application, VMWare Tool Service

The issue can be resolved with these steps:

Stop any of the above services
Delete the file and directories.  For RSA Authentication Manager this will be something like C:\Program Files\RSA Security\RSA Authentication Manager\db\BIN
Restart the service

These steps assume that the machine is dedicated to running RSA Authentication Manager or RSA Entitlements Policy Manager, if the machine is being used for other services then take care that no running service is dependant on the Distributed Transaction Coordinator.  If you have any doubts about if this is being used on your system then you should contact your standard Microsoft support channel for more advice.

If the steps for the "Distributed Transaction Coordinator" service fail to work on their own then additionally stop the "COM+ System Application" service.

For more information see appropriate KB solutions on Microsoft and Oracle knowledgebase systems such as:

http://support.microsoft.com/kb/233297 
PRB: MS DTC: Distributed Transaction Coordinator Loads Ociw32.dll or Oci.dll Without Request

http://forums.oracle.com/forums/thread.jspa?threadID=299645
Thread: 10g, cant' delete oci.dll 

http://support.microsoft.com/kb/230145
FIX: Mtxoci.dll Logging Support Enabled