[R] set working directory in Windows XP

[Ivan Calandra]

Hello everybody,

I'm new in the R world and I'm struggling to set the working directory.
Up to now, I just set it up every time I start R ( 'setwd()' ) but I'd 
like it to be set automatically. I've read the FAQ as well as the help 
on Startup ('?Startup') about the environment variables and profiles but 
I could not understand what to do: which command line, which variable, 
which file etc.

I hope you'll be able to help me.
Thanks a lot in advance,
Ivan