Deare R users

I am new to R.
What I want to do is explained below;-
I have table called States.Prob which is given below
                 Prob of States
Changes  State1  State2 State3 State4
A             Pa1      Pa2     Pa3     Pa4
B             Pb1      Pb2     Pb3     Pb4
C             Pc1      Pc2     Pc3     Pc4
D             Pd1      Pd2     Pd3     Pd4

and I have a dataframe called mydata which is given below where I want to
fill in the last four columns of probabilities taken from States.Prob
according to the change and state in mydata4:-
PxMid EU0006MIndex.x DMSW1Curncy.x DMSW2Curncy.x DMSW3Curncy.x
1 01/01/2003        2.80113        2.7070        2.8920        3.1720
2 01/01/2007        3.85350        4.0760        4.1250        4.1230
3 01/02/2002        3.41563        3.6385        4.0810        4.3587
4 01/02/2006        2.70000        2.9545        3.1672        3.2792
5 01/05/2002        3.49863        3.7940        4.2300        4.4920
6 01/05/2006        3.03588        3.3254        3.5950        3.7380
  DMSW4Curncy.x DMSW5Curncy.x DMSW6Curncy.x DMSW7Curncy.x DMSW8Curncy.x
1        3.4360        3.6640        3.8640        4.0360        4.1790
2        4.1230        4.1250        4.1350        4.1460        4.1620
3        4.5487        4.6988        4.8313        4.9338        5.0138
4        3.3627        3.4342        3.4899        3.5437        3.5941
5        4.7650        4.8675        5.0550        5.1600        5.2400
6        3.8290        3.9050        3.9690        4.0240        4.0750
Change  State  PState1  PState2  PState3  PState4
1 B       State1  Pb1
2 A       State4                                           Pa4
3 B       State2                Pb2
4 C       State3                             Pc3
5 D       State1  Pd1
6 A       State3                             Pa3

 What I want to do is highlighted in Red.
How can I do this easily?

Many thanks for your time.

kind regards
Meenu

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