z<-read.table("C:/yourfile.txt",header=TRUE,as.is=TRUE);
zdates<-as.POSIXct(strptime(paste(z[,2],z[,3]), "%m/%d/%Y
%H:%M:%S"),origin="1970-01-01" );

I would then convert z from a dataframe to a numeric matrix, and put zdates
in there as numeric too.

zm<-cbind(z[,1],as.numeric(zdates),z[,4])

I am a beginner too - but have just been through this.
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