[R] setting up different project directories in R

[gregciresi@acedsl.com]

I am a novice R user looking to set up different project directories.

In my S+ shortcuts, in the Target field, I use
    Splus.exe S_PROJ=D:\MYWORK
    Splus.exe S_PROJ=D:\MYWORK2
       etc.
Is there a similar way to set up the shortcuts in R?

Would it make sense in R to use multiple shortcuts with different 
settings in the target line?

Thanks,
Greg