Rdbi
   Rdbi is a general
database  access framework for the  R
statistical  computing environment.  It is the successor to 
   RPgSQL, a PostgreSQL specific 
 package.  I have provided Rdbi binding for PostgreSQL.  If you 
would like to add bindings for your favorite database, please contact 
   me (see 
   Rdbi.PgSQL in 
   CVS for example code).  If you already use RPgSQL, you will find 
 the Rdbi bindings 10-100 times faster on reads as all result fetch loops 
have been moved into C code.
To download the R packages, visit CRAN
.  Also, try typing "?update.packages" from the R prompt.   
Example session:
   conn <- dbConnect(PgSQL(), host = "myhost", dbname = "mydb")
   res <- dbSendQuery(conn, "select * from mytable")
   mydata <- dbGetResult(res)