What is R?
"R" has two connotations. First, it is an open-source statistical package; second, it refers to a computer programming language known as R. You may download and install whichever version you'd like at http://www.r-project.org. Extensive guides for downloading R to a Windows machine and to a Mac machine also exist. Boasting a robust open-source community as one of its assets, R has a lot of online and built-in help.
Tutorials and Help Guides for R
As economists would say, there are significant start-up costs to learning R. It can be daunting. Resources, like this PDF, can help those users who would like a document to help them started. The Appendix on sources of help and documentation should prove helpful.
This site is also useful.
The author says
Also, there was a complaint that R had a file size limitation (based on hardware constraints) and this is no longer an issue.
Help with specific R questions? use http://www.rseek.org (instead of google, for instance.)
If you'd like more direction than this for R, just let me know. And for those of you wondering about what are the stats alternatives on campus, feel free to poke at my data and research methods support site: http://apps.carleton.edu/campus/at/acad_documentation/data/
(note in particular the sortable table on software available at Carleton.) A specific page for R is coming soon.. the information in these pages is being updated whenever I can get to it during break.