[R] Help load a package into R

[Rasanga Ruwanthi]

Dear R List,

I want to download kinship_1.2_S.tar.gz in http://mayoresearch.mayo.edu/mayo/research/biostat/splusfunctions.cfm
to R. Once save this file to C:\, how I could load into R? I am working in Windows XP. Usually what I do is, I go to "packages" and then "install packages from local zip files". This procedure fails for .tar.gz files. Can someone help here please.... 

Thanks very much.
Ruwanthi