Hmm, for the sake of anyone who steps on the same mine. Basically, this class
error always say that you need to install latest java. It's not enough to
get new jre -- you need to get full latest jdk as well. After that you need
to do R reconfiguration, which is done by
R CMD javareconf
Then you need to reinstall rJava package. I don't know why exactly these are
the necessary steps but fact is that they are. Wish someone told me. In any
case, this thread proved to be an  informative conversation between two or
three sophisticated users :). 
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