>From the R-2.6.0/doc/README.packages it says:

  Using Visual C++
  ================

  You may if you prefer use Visual C++ to make the DLLs (unless they use
  Fortran source!). The notes here were tested with VC++6.

  First build the import library Rdll.lib by

        make R.exp
  ...

In the installation (R-2.6.0-win32.exe) there is no Makefile with an
R.exp target that I could find and I get (using Cygwin's make):

$ pwd
/c/Program Files/R/R-2.6.0/src/gnuwin32
$ make R.exp
make: *** No rule to make target `R.exp'.  Stop.

I found a R.exp target in the gnuwin32/Makefile after extracting the
files in R-2.6.0.tar.gz. However, attempting to use this target fails,
it looks like it is attempting to build the object files in R.dll first.
Do I have to go figure out how to build R from Source in order to get
the Rdll.lib file or am I doing something fundamentally wrong?

Perhaps the maintainers would consider shipping Rdll.lib in the future
with the distribution like the equivalent .lib file is done for building
extensions for Perl, Ruby, Tcl, Python etc.

William
Visit our website at http://www.ubs.com

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