sorry for my late reply,

Am 06.05.2010 13:16, schrieb Silvano:
> It worked very well.
> 
> Thanks Frank and Ruihong, both solutions were great.

you might also want to try out package

          SweaveListingsUtils

from CRAN, which provides some extra features
interfacing the 'listings' package and Sweave;

in particular it supports syntax highlighting in
different styles of attached packages
[dynamic; i.e.; keyword definitions are made only
 at attach time of extra packages]

as well as functionality to include R / Rd source
files (sniplets) copied from an url, thereby
avoiding inconsistencies between vignettes
and documented source code.

I do not know whether this suits
your demands, but anyway...

Kind regards
Peter
[Maintainer of SweaveListingsUtils]

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