[R] dealing with sweave.sty and pgfSweave

[ravi]

Hi,
I would appreciate some help with a very basic problem in using pgfSweave. That 
is, dealing with the sweave.sty file. After some googling, I did the following : 
(1) copied the sweave.sty file to my trial folder and (2) added the line   
\usepackage{Sweave}   to the Rnw file. Are there more elegant ways of dealing 
with this issue? 

I have read something about letting Miktex know about the path to the sweave.sty 
file. How do I do this? I am a newcomer to Miktex and would appreciate some 
detailed instructions.

On running the pgfSweave commands in Tinn-R, I did not receive any error 
messages (though I got any number of them before I arrived at the two solutions 
mentioned above). However, on running the commands in Rstudio, I received the 
following warning message :
 In utils::RweaveLatexSetup(file, syntax, output = output, quiet = quiet,  :   
path to 'C:/Program Files/R/R-2.13.0/share/texmf/tex/latex/Sweave' contains 
spaces, this may cause problems when running LaTeX
 
Short of reinstalling R in a separate folder, is there something that I can do 
to fix this problem?
 
I have R2.13 on a win XP pc.
Thanking you,
Ravi