Using Sweave in R - Tutorial Troubleshooting

[MaxManus]

Does anyone know how to use Sweave in R? I read a tutorial it said make a texfile with extention .Rnw instead of tex f.ex myfile.Rnw and use the command sweave('myfile.Rnw') in R. But by R has no such function even though the tutorial says it has.

Tutorial:

http://www.cepe.ethz.ch/education/NPecoHS2010/Sartori-Sweave.pdf"

 

[MaxManus]

I'm using Windows Vista and R 2.8.1