[R] Updating frequently thru a proxy

[vittorio]

I keep my windows XP R updated as soon as a new version is available in 
www.r-project.org. After re-installing the new version of R I reinstall all 
the extra packages my programs need by manually selecting them in the list 
popping up from the "install packages" menu (from an Italian mirror), after 
having given **** user & password **** asked by R to pass the firewall/proxy.
This is a somewhat routinary, boring reinstallation that I would make simpler 
by using - after reinstalling the R basic program - an R script with 
the  "install.packages(etc...)" command.
The problem is: how can I let R know of the **** user & password **** of the 
proxy?

Ciao
Vittorio