Downloading R: At the first page you get to, you first have to choose your mirror, i.e. the webpage closest to you from which you will download R.

You can get the languageR package from here, or install it somewhat more comfortably from within your R shell.

To search for all things R, use RSeek

Baayen's Analyzing Linguistic Data: A Practical Introduction to Statistics Using R is also available as a PDF here.

The dangers of multiple testing illustrated

And lots of illustrations of how not to do statistics on Ben Goldacre's Bad Science blog