Another possibility, if you must use a Windows client program built with
their toolchain [ which has the well-known issues of one not being able to
link to C++ code built with the gcc/g++ toolchain as you cannot mix C++
object code from two different compilers] is to _not link_ --- but go over
the network.

So for that use don't look at RInside (which will require g++) but look at
RServe and its C++ client.  All communication is then over the network.
Rserve can run on a real OS serving many client simulatanously, or run on
Windows and be limited to one client at a time.  Your pick.

See http://www.rforge.net/Rserve/ and http://www.rforge.net/RserveWin/

Dirk

-- 
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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