[R] 2d color coded line plot

[Gonçalo Graça]

Hi! I'm not experienced very experienced with R and i'm looking for a 
way doing plots like in this example 
http://www.mathworks.de/matlabcentral/fx_files/23566/2/color_line3.png, 
which basically it is a 2d plot in which the 3rd dimension (variable) is 
color coded. I have only seen elsewhere that it is possible to color 
code dots in a scatter plot and I tried it with success although I  I 
didn't find a way of including the color bar has legend to the plot.

I wonder if any one can give me some hint on this.

Thank you!

Gonçalo