R commander depends on lots of other packages to function properly, so to install it along with all it's dependencies, type this in at the R command line:
Note that this may take 5-10 minutes depending on your connection since it's downloading lots of extra packages, but you only need to do that once. Now that it's installed, any time you want to load it, open R and type:
If you're familiar with Stata or SPSS you should find the menus and dialog boxes intuitive and self-explanatory. I've put in a couple screenshots below showing R commander's data editor, GLM tool, and graphics menu.
There are a few other GUIs for R that I've never used, including Rattle (the R Analytical Tool To Learn Easily), and JGR (Java Gui for R). If you prefer one of these to Rcmdr, let us here why in the comments!
The R Commander: A Basic-Statistics GUI for R