Thank you all for your help. The problem is not only with reading the data (5000 cases 
times 2000 integer variables, imported either from SPSS or TXT file) into my R 1.8.0 
but also with the procedure I would like to use = "randomForest" from library 
"randomForest". It is not possible to run it with such a data set (because of the 
insuficient memory exception). Moreover, my data has factors with more than 32 
classes, which causes another error.

Could you suggest any solution for my problem? Thank you a lot. 
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