The R programming language was featured about a year ago in a New York Times article (http://bit.ly/iaqQ). I've been an R user since 2000, so I've collected some resources for people who want to get started with R.
The first place to start is the R Project web site at http://www.r-project.org/. Next, you'll actually want to install R itself. There are several options, depending on your environment.