What is the problem here? I did an install package from the Rgui menu.
Windows Vista

<SNIP>

trying URL 
'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/mvtnorm_0.9-8.zip'
Content type 'application/zip' length 236089 bytes (230 Kb)
opened URL
downloaded 230 Kb

trying URL 
'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/QRMlib_1.4.4.zip'
Content type 'application/zip' length 2369023 bytes (2.3 Mb)
opened URL
downloaded 2.3 Mb

package 'robustbase' successfully unpacked and MD5 sums checked
package 'fUtilities' successfully unpacked and MD5 sums checked
package 'fEcofin' successfully unpacked and MD5 sums checked
package 'fCalendar' successfully unpacked and MD5 sums checked
package 'fSeries' successfully unpacked and MD5 sums checked
package 'mvtnorm' successfully unpacked and MD5 sums checked
package 'QRMlib' successfully unpacked and MD5 sums checked
Error in normalizePath(path) :
  path[1]="C:\Program Files\R\R-2.9.2\library/QRMlib": The system
cannot find the file specified

<SNIP>

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