You can create a right-mouse menu command to run an R program as follows (although the details may be different for different versions of Windows).
 
In Windows Explorer: 
1. Tools / Folder Options / File Types 
2. find the extension for R files and push Advanced
3. add a new action called "Run" with command as follows:
"C:\Program Files\R\R-2.10.1\bin\Rterm.exe" --quiet --no-save --no-restore -f "%1"
If/when you have a different version of R installed, you'll need to adjust the above command.
 
Steve

>>> 

From: Matt Asher <status@quo.org>
To:<r-help@r-project.org>
Date: 5/Mar/2010 12:45p
Subject: [R] Running script with double-click
Hi,

I need to be able to run an R script by double-clicking the file name in 
Windows. I've tried associating the .r extension with the different R 
.exe's in /bin but none seems to work. Some open R then close right 
away, and Rgui.exe gives the message ARGUMENT "/my/file.r" __ignored__ 
before opening a new, blank session.

I've tried Google and looking in the R for Windows FAQ but didn't see 
anything.

Thanks.

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