[R] Latex fonts in R graphics

[KARAVASILIS GEORGE]

Hello, R users.
I am trying to embed Computer modern fonts to an R plot and I get the 
following error.

CM <- Type1Font("CM",
+                  c(paste("cm-lgc/fonts/afm/public/cm-lgc/",
+ c("fcmr8a.afm", "fcmb8a.afm", "fcmri8a.afm", "fcmbi8a.afm"), sep=""),
+ "./cmsyase.afm"))
 > pdf("cm.pdf", width=3, height=3, family="CM")
 > plot(1:length(y), y, xlab="ss", ylab=expression(x[2]))  ## for any 
vector y
 > dev.off()
null device
           1
 > embedFonts("cm.pdf", outfile="cmembed.pdf", 
fontpaths=c("cm-lgc/fonts/type1/public/cm-lgc", "."))
Error in embedFonts("cm.pdf", outfile = "cmembed.pdf", fontpaths = 
c("cm-lgc/fonts/type1/public/cm-lgc",  :
   status -1 in running command 'gswin32c.exe -dNOPAUSE -dBATCH -q 
-dAutoRotatePages=/None -sDEVICE=pdfwrite 
-sOutputFile=C:\DOCUME~1\user\LOCALS~1\Temp\RtmpccEtgV\Rembed28163716 
-sFONTPATH=cm-lgc/fonts/type1/public/cm-lgc;.  cm.pdf'
In addition: Warning message:
In system(cmd) : gswin32c.exe not found


Operating system: Windows XP, SP2.
cm-lgc has been unzipped in the working directory  "C:/Program 
Files/R/R-2.10.1" and the AFM, PFB files are also in same directory.
Any help?