This is the process I used to include RMySQL's libs directory
on the Windows path on Windows 2000 and Windows NT 4, Service Pack 6.

NOTE: This procedure has to be done prior to invoking R.

1. Single click "My Computer"
2. Go to the environement variables:

   In Window 2000 
   Select "System Properties" -> "Advanced" Tab 
                                              
   In Windows NT 4
   Select "System "Properties" -> "Environment"

3. Click on "Environment Variables"
4. Under "User variables for dj", I added
   PATH=c:\R\rw1051\library\RMySQL\libs

Click OK.

Invoke R, 
> 
> library(RMySQL)
> ...