The bin/windows directory of a CRAN site contains binaries for a base distribution and a large number of add-on packages from CRAN to run on Windows XP or later on ix86 CPUs (including AMD64/Intel644 chips and Windows x64). You can locate the above directory via this link: http://cran.r-project.org/bin/windows/base/
Installation is via the installer – “R-2.15.1-win.exe” is current stable release. Once downloaded just double-click on the icon and follow the instructions. When installing on a 64-bit version of Windows the options will include 32- or 64-bit versions of R (and the default is to install both). You can uninstall R from the Control Panel or from the (optional) R program group on the Start Menu.