I tried to install the RMySQL-library (R version 2.14.2, WinXP on 32bit) but got the following error message:
install.packages(\"D:/R/library/RMySQL_0.9-3.ta
Some pointers to installing mysql header libraries are found here :
https://github.com/jeffreyhorner/RMySQL
(site seems to have moved here now)
http://biostat.mc.vanderbilt.edu/wiki/Main/RMySQL
Key is to have a Renviron.site file in the R\etc folder and having libmysql.dll in the correct places before compiling from source.
good luck.