Dear Romain,
I am working with a PC with Windows-XP
I do have Rtools installed and running the code you propose, this is what I
get as a result:

> code <- '#include <Rdefines.h>\nSEXP f(){\n return R_NilValue ; }' 
> writeLines( code, "test.c" )
> dyn.load( "test.so" ) 
Error in inDL(x, as.logical(local), as.logical(now), ...) : 
  unable to load shared library 'C:/Documents and Settings/L01359.BCRA/Mis
documentos/R/test.so':
  LoadLibrary failure:  No se puede encontrar el módulo especificado.

> .Call( "f" ) 
Error in .Call("f") : C symbol name "f" not in load table
> 


Sergio
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