I had the problem as well.
It seems that the reason was that Windows doesn't allow "ordinary"
administrators to edit files in the installation drive C: . 
So I - and Tinn-R - couldn't edit the files in the R directory "etc".

You can circumvent it by restarting your system with User Account Control
(Benutzerkontensteuerung) switched off. Edit the file 

<R-installation-directory>/etc/Rconfig.site 

as described above and it should run. 

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