R help - Dec 2007 - R memory limits and good memory management

Hello,

I am not fluent in computer hardware or software development so I will try 
to be as precise as I can.  I am going to build some R routines to analyze 
large intraday financial data sets.  For this project I think that I 
need be concerned 
about R memory limits and good memory management/practices.  The following 
R help 
page states that the limit on individual objects (a vector) is around 200 
million elements.

http://sekhon.berkeley.edu/base/html/Memory-limits.html

What about data frames? And I suppose that I need to be aware of the 
objects in the working memory (overwrite as many objects as possible)?

Note, I am new to the issue of good memory management.  Any specific 
details on R memory and good practical advice are welcomed.

Thanks,

Chad R. Bhatti