I\'ve been trying to work with Rcpp in R 2.14.2 on a Windows XP platform. As far as I can tell, I followed all of the recommended steps for getting Rcpp to work:
Do not install R in a directory containing a space in the path name. That recommendation is, as I recall, in the 'R for Windows FAQ'.
My personally preference is always c:\opt\R-current\ instead of the versioned default path.
c:\opt\R-current\