Running scripts to/from R in Windows isn't as easy as I think it should be.
But ggrothendieck and colleague(s) at the Batchfiles Google Code project have made a solution.
IF YOU ARE A Stata USER AND HAVE ACCESS TO MY HALF BAKED ADOs
it can be done as easy as:
. installrscript
Notes:
1. I had to edit my Windows Path to get this to work right. Make sure no double quotes are included in the path statement if you are getting the "Files not expected at this time" error. If it's not running right, edit the rscript.bat file commenting out the first "@echo off" and see where the problem occurs.
2. More batch files are available on CRAN.