Syntax highlighting in R (1.6.1) files autoloaded in Emacs (21.2) from desktop

[M.Kondrin]

Tony and Stephen - thanks!
Both answers are relevant to my problem. Indeed (desktop-read) was 
issued before ess-site was loaded, and beside that files with .R 
extension were explicitly bound to ess-mode in my .emacs file. After I 
have deleted this binding and place (desktop-read) at the end of .emacs 
file - everything works!