If this is not yet done, download the installer for your operating system on CRAN. Launch the installer and follow the specific instructions for your operating system. We will not examine these here as they are straightforward; just follow the instructions on screen. The following pages offer a quick reminder or a basic introduction to the interface in R. Here are the addresses where you can find the installers for each OS:
For Windows: http://cran.r-project.org/bin/windows/
For Mac OS X: http://cran.r-project.org/bin/macosx/
For Linux: http://cran.r-project.org/bin/linux/
These links also serve as pointers to R under MacOS X and Linux, which are not fully described here.