Just got a message from the good chaps at Wolfram Alpha/Mathematica
Mathematica 9 offers built-in ways to integrate R code into your Mathematica workflow, combining Mathematica‘s broad range of capabilities with the statistical computing language. RLink uses J/Link and rJava/JRI Java libraries to allow the user to exchange data between Mathematica and R and to execute R code from within Mathematica. With RLink, R users can use thousands of functions from across the full Mathematica system.
see more at
http://www.wolfram.com/mathematica/new-in-9/built-in-integration-with-r/