[R] building windows binary of a package

[Li, Xiaochun]

Hi,

I'm trying to build a Windows binary from a source package using R-2.8.1. I downloaded Rtools29 and set up the path. 
I got this error when running R CMD INSTALL,

make: sh.exe: Command not found
make: *** [pkg-SurvCov] Error 127
*** Installation of SurvCov failed ***

However, I can run 'sh' at the 'cmd' window. Any tips will be greatly appreciated.  

By the way, I can install and run this package on a Linux machine.  It also passes Rcheck there with a few warnings.

Xiaochun