[R] error on Windows OS

[M.Ribeiro]

I received by email an R package (file.tar.gz) that was created in Linux.
The package was already installed in another computer in linux using
install.packages and it worked

I am not familiar with installing packages but I would like to install it on
Windows

I downloaded the Rtools29.exe and tryed to install using

install.packages("foo.tar.gz", repos=NULL, type="source")
but the message was

Warning in install.packages("GR_1.0.tar.gz", repos = NULL, type = "source")
:
  argument 'lib' is missing: using 'C:\Documents and Settings\mr\My
Documents/R/win-library/2.9'
'sh' is not recognized as an internal or external command,
operable program or batch file.
Warning message:
In install.packages("GR_1.0.tar.gz", repos = NULL, type = "source") :
  installation of package 'GR_1.0.tar.gz' had non-zero exit status

my questios are:

Where shall I save the .tar.gz file??
Do I need to do anything else with the Rtools besides installing
(C:/Rtools)??
Is the problem with the way I did or with the package??

Thanks a lot
Cheers 
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