[R] Saving .eps files with Times New Roman font

[A A]

In RGui, I'm running the following bit of code:
windowsFonts(A=windowsFont("Times New Roman"))
plot(0,0, ylab='y axis', xlab='x axis',main='title',family="A")
The labels and title appear in Times New Roman font. So far, so good. However, when I right click the figure and select 'Save as postscript...', I get a .eps file of the plot, but without the font formatting that I applied. Is there any way to apply the formatting so that it gets saved?

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