1.Install latest RTools
2.install MySQL or header and library files of mysql
3.create or edit file C:\Program Files\R\R-2.13.2\etc\Renviron.site and add line like MYSQL_HOME=C:/PROGRA~1/MySQL/MYSQLS~1.5(path to your mysql files)
4.copy libmysql.lib from mysql/lib to mysql/lib/opt to meet dependencies.
5.copy libmysql.dll to C:\Program Files\R\R-2.13.2\bin\i386.
6.run install.packages("RMySQL",type="source") and wait while compilation will end.
conn <- dbConnect(MySQL(), dbname = "rmysql", username="root", password="",client.flag=CLIENT_MULTI_STATEMENTS)
users = dbGetQuery(conn, "SELECT * FROM t_user")
dbDisconnect(conn)