leonardo,
you might want to have a look at the work of thomas baier and me
integrating R into Excel (and any other DOCM client in windows).

a recently published paper (in computatuinal statistics) is available at
http://dx.doi.org/10.1007/s00180-007-0023-6

(restricted access, i know, but i can send you a personal copy)
i think we have adressed a lot of issues of embedding R into a spreadsheet.

-- 
Erich Neuwirth, Didactic Center for Computer Science
University of Vienna
Visit our SunSITE at http://sunsite.univie.ac.at
Phone: +43-1-4277-39464 Fax: +43-1-4277-9394

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