[R] importing a VERY LARGE database from Microsoft SQL into R

[r user]

I am using R 2.1.1 in a Windows Xp environment.

I need to import a large database from Microsoft SQL
into R.

I am currently using the “sqlQuery” function/command.

This works, but I sometimes run out of memory if my
database is too big, or it take quite a long time for
the data to import into R.

Is there a better way to bring a large SQL database
into R? 

IS there an efficient way to convert the data into R
format prior to bringing it into R? (E.g. directly
from Microsoft SQL?)