Steps to install R:
1, go to http://rh-mirror.linux.iastate.edu/CRAN/
2, click WIndows
3, click base
4, click R-2.6.2-win32.ext
5, click run
then probably the installation of R will finish in about 10 mins (depending on internet speed)
Steps to install packages:
1,Run R
2,click Menu: packages, click "install packages"
3,pick up any CRAN mirror, e.g. USA(IA), click OK
4,click any Package(s) you want, then click OK (use CTRL to choose multiple packages)
Hope this help! Good luck!