[R] Calling R from c in Windows XP

[dkStevens]

This may simply expose my ignorance in this type of coding, but,
unfortunately it's not that simple because I did using the RInside.h and
received several screens of error messages from gcc telling me that it
couldn't find the include file and the scores of additional include files
that rinside.h referred to.  After much editing to point to these files
those error messages went away but more screens of error messages followed.
This using the four-line 'hello world' example that is provided by the
RInside authors. So I'm faced with hours of chasing these down or finding a
simpler example. I'd rather the latter, hence my post.
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