R is a free software environment for statistical computing and graphics. It compiles and runs on a wide variety of Unix platforms as well as on Windows and on the Macintosh operating systems (MacOS). If you want to download a copy for your own machine you can find it at the R-project website.
R is a language and environment for statistical computing and graphics. It is a GNU project which is similar to the S language and environment which was developed at Bell Laboratories (formerly AT&T, now Lucent Technologies) by John Chambers and colleagues.
R can be considered as a different implementation of S. There are some important differences, but much code written for S runs unaltered under R. The following links take you to a basic tutorial for both the Windows and Unix installations which will help you get started on using R.
See here for a 2009 New York Times article on R fans across the industry and academia. See the follow up article.