If you would like to use R with a GUI, there are several pages that list different GUIs for R. Just try a couple of them, and chose the one you prefer.
Rcmdr exists as a package which can be downloaded from one of the mirror sites and then installed. It works well and not only does it provide a GUI it also teaches one command line instructions or reminds one when they have forgoten a particular syntax.
Tinn-R SciViews As a very new user I found R easiest to use with the combination of Tinn-R and Sciviews. Other GUIs that I tried introduced the additional difficulty of learning the GUI which to me, were not as intuitive as Tinn-R and Sciviews.
Addendum Unfortunately sciviews has difficulties with MS Windows Vista and MS Windows 7. The story is this: under these MS Windows flavours, ordinary user accounts, even when they have administrator rights are not permitted to write to the C:\programs directory. Only the Administrator account can do so. Thus the .Rprofile file can’t be updated by Sciviews, which in turn makes that the “.trPaths” variable won’t be set. The net result is that the “run-highlighted-code” button (arguable the most important butten in the application) in Sciviews simply does not work when the software is installed using defaults (under MS Vista and MS Windows 7).
RKWard is a KDE application. As such it is currently installable under Linux / Unix / BSD, Windows and Mac. Main features include object browser, script editor, data editor, help browser, and package management.
JGR JGR (pronounced Jaguar) is written in Java. Features include object browser, script editor, data editor, help browser, and package management.