I was looking for the problem at least two days.. and just after writing to the list I found rcmd.exe in the
C:\Program Files\R\R-2.15.2\bin\i386 directory.
install
http://sourceforge.net/projects/mingw/?source=dlp
chage the path variable of windows and set the path in front of the others C:\MinGW\msys\1.0\bin\

problems with windows 7 :
Rund the cmd console as administrator and it is working

Maybe anybody can add this to http://stat.ethz.ch/R-manual/R-patched/library/utils/html/PkgUtils.html

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