Page 5 of User Guide 1.0 INSTALLING and LOADING the PACKAGE in WINDOWS
A typical Windows installation will create files in folder /Program Files with additional permissions.
Package installation from within R will attempt to modify files in /Program Files/R/R-2.15.1
This attempt will fail unless R is launched with administrative pemissions.
The user will see a message box containing
"Would you like to use a personal library instead? Yes or No."
Selecting No will give an R console error message indicating that /Program Files/R/R-2.15.1/library is not accessible.
I'm not sure of the ramifications of selecting "Yes" in Windows ... or how this works for other OS's ...
... can you confirm that package installation should always be performed in administrator mode for Windows.