[R] basic sweave question

[markleeds at verizon.net]

I am trying to learn the basics of Sweave so I read some things and a 
friend gave me his Rnw file
to play with. I am able to do R CMD Sweave mark-example.Rnw. That works. 
But,
then when I do latex mark-example.tex, I get the message below. I looked 
in the archives
and Martin Morgan mentioned something in 2004 in terms of making sure 
that latex is
looking at where Sweave.sty is but I am unsure of how to do that. In 
fact, I don't even know
where Sweave.sty is. Thanks for your help.

! LaTeX Error: File `Sweave.sty' not found.

the command \usepackage{Sweave} is in my tex file.