Coursera's introductory “Statistics One” course uses R for the practical data analysus exercises. To support course participants, Princeton University grad student Laura Suttle created a series of web videos introducing the R interface. These videos are available to the public, and are a great place for anyone new to R to start.
The video series isn't designed to teach the R language, but to rather to familiarize the R beginner with basic R concepts (functions, variables, the working directory, packages, and scripts) and the standard R user interface. Laura uses R's Mac UI to demonstrate using the command line, getting help, installing pacakages, and creating and debugging scripts. The concepts are similar for Windows users; a bonus episode (Part 3.5) covers differences specific to the Windows platform.
I've embedded the video playlist below. If you want to follow along, you can download R for Mac or Windows here.
You can also find an index to the individual segments of the video tour at Laura's site, linked below.