[R] connection to X11 problem

[Paquet, Agnes]

Dear List,

I am a new Mac user and I am having problem generating png (or jpeg)
using the GUI version of R. I installed R-2.3.1.dmg (custom install with
everything selected) and X11User.pkg but I am still getting the
following X11 connection error when I try to generate a png (or a jpeg):

Error in X11(paste("png::", filename, sep = ""), width, height,
pointsize,  : 
    unable to start device PNG
In addition: Warning message:
unable to open connection to X11 display ''

I tried to set up the DISPLAY variable using the command:

Sys.putenv("DISPLAY"=":0")

but I am still running into the same problem. 

Is there anything else I need to do or install in order to use X11? I am
using a intel Core Duo processor and OSX 10.4.7.

Thank you for your help,

Agnes