R is a free software environment for statistical computing and graphics. You can have a look at the R project web.

• Data Analysis using R (J.H. Maindonald)
  

  This is a very nice starter into the R world by a renowned author.

• Video tutorial: Installing R (L. Aslett)

• A couple of guides by E. Paradis and W. Owen.

• Google powered search engine of R resources
  

If you have already installed R but feel a little lost, my suggestion is that you go through my R quick & dirty start playground page

Enjoy!