When I use the 'bugs' function from R, WinBUGS runs correctly, but R
freezes. 
> The only way to use R after this is to stop calculations (without my file 
> that documents the calculation). 

R "freezes" as long as the WinBUGS process is opened. AFter closing it, 
R should "respond" again. 

If you like a more inetractive way of dealing with some BUGS 
incarnation, try the BRugs package that makes use of OpenBUGS by typing 

install.packages("BRugs") 
library("BRugs") 
?BRugs 
?BRugsFit

Thanks, Uwe. I think it was a problem with Windows. WinBUGS should close
automatically and it wasn't. Anyway, it seems that the problem is now fixed.
I may try the BRugs package soon (after I submit this project report!).
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