You can do this from the Rcmdr menu with RcmdrPlugin.HH installed.

install.packages("RcmdrPlugin.HH")
library(RcmdrPlugin.HH)

Then click on
Distributions > Continuous distributions > t distribution > Plot hypotheses
or confidence intervals... (HH)

For more examples using Rcmdr please my recent book with Erich Neuwirth
begin_of_the_skype_highlighting     end_of_the_skype_highlighting,
"R through Excel" http://www.springer.com/978-1-4419-0051-7

Rcmdr works on all platforms.
If you are working with R on Windows, then download and install the packages
RthroughExcelWorkbooksInstaller
and
RExcelInstaller


Rich

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