I am trying to setup RInside at work where we are forced to use a Windows environment.
I have installed RTools and downloaded an RInside binary from CRAN.
My
You seem to have two distinct problems here:
Your $PATH is probably off, or as Josh had hinted, your $R_HOME assignment is wrong. If make is indeed the binary from Rtools, and the paths you assign are correct, then the builds succeed. That is the general rule for building R packages on Windows: Follow the manual very diligently and it will work.
RInside is broken on Windows, sorry. It will build, and you will get segfaults. Romain and I clearly state so in the documentation.
As Romain and I work almost exclusively on OS X and Linux, respectively, we would appreciate debugging help. It should be doable, but it probably requires some serious willingness to learn about R internals as something in the memory subsystem goes belly-up. Which it clearly does not on OSs with an X in their name.
Updated on 08 Dec 2011: RInside 0.2.5, on CRAN as of today, restores the Windows functionality--using the fix James notes in the other comment.