You are looking for RExcel, which does exactly that.  Full documentation
and examples are included in the package.

http://sunsite.univie.ac.at/rcom/download/devel/

If you don't have R-2.6.1 yet, get the whole R system with
the RExcel installed

RAndFriendsSetup2061V1.82.exe


Otherwise, just get the RExcel installer, either

RExcel.installer_1.80-18.zip

or

RExcel.installer_1.80-18.tar.gz


Also look at the main RExcel/rcom site
http://sunsite.univie.ac.at/rcom/
and consider joining the mailing list there.

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