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Added a link to install R from The R Project.
NOTE 1: The first sentence on this page, "There is a page gathering Software Prerequisites listing the platforms on which R.NET is known to run" is not very helpful because the user does not know where that page is. He/she is likely to go looking for it and, if unsuccessful, this will just result in frustration. I recommend either linking to the page (preferred, although I don't know where it is) or removing this sentence completely.
NOTE 2: I am a new user for both R and R.NET. I believe the line I added is both true and helpful. I don't usually contribute to open source projects, so if this was done incorrectly, please let me know what I should have done differently.