R devel - Sep 2006 - How to create the couple of files .rdb and .rdx

Dear all,
I would like to create new version (for R >= 2.0.0)  of my old libraries 
(under Windows XP).
The conversion of FORTRAN source  to  dll file is OK (via Rcmd SHLIB ) but 
the command
   Rcmd.exe  build  pkgdirs
did not create the two files .rdb and .rdx of the R functions (Warning 
message .../R is empty). How can I manually create them ?
With the command
   save(list=..., compress=TRUE, ascii=FALSE)
only one binary file  is created.
Thanks in advance for any help.
Alex