A new book from Dirk Eddelbuettel, co-author of the Rcpp package, is now available. Seamless R and C++ Integration with Rcpp can be ordered from Springer and from Amazon. The book provides the first comprehensive introduction to Rcpp, the R package that makes it easy to integrate C++ code with R and speed up R code. If you haven't come across Rcpp yet, this Google Techtalk provides a good introduction to Rcpp, as does Hadley Wickham's Rcpp tutorial.
Springer: Seamless R and C++ Integration with Rcpp