Installation is done as follows (R-stats 2.1.0 or later is needed):
R
> install.packages(c("sp", "rgdal", "maptools"), dependencies=TRUE)
> rS <- "http://r-spatial.sourceforge.net/R"
> install.packages(c("spgrass6", "spGDAL", "spmaptools"),
repos=rS, dependencies=TRUE)
> q()