R help - Oct 2010 - Q reg connecting to existing dll

Hi,

I am an R newbie and trying to migrate from VB to R. 

I downloaded data from Haver using an existing dll in VB.
For e.g. I declared functions such as

Private Declare Function DLXOpenDatabase Lib "DLXAPI32" (ByVal
DBName$)
As Long

And then used them as 
k = DLXOpenDatabase("W:/DLX/USECON")
MsgBox (k)

Gives me '0' showing connection established



Now I am rying to migrate this code to R and was wondering what is the
easiest way to call an external dll in R.

During my research I found this link
http://www.stats.uwo.ca/faculty/murdoch/software/compilingDLLs/existingD
LL.html

But it seems to be old with expired links to further help pages.

Can any one guide me on how best to connect to external dll's from R and
if there is any easier way than writing a wrapper dll ?



Thanks
Puneet



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