The R project for statistics can be downloaded from http://www.r-project.org
For those not familiar with programming / scripting an IDE stands for Integrated Developer Environment, the IDE lets you type code into (much like typing into notepad) however they offer advantages such as auto completion, project/file grouping and debugging.
The two most popular IDE are Tinn-R and RStudio
This is my favorite editor, mainly because the work spaces can be undocked from the main application, which makes it ideal for multimonitor computers. Unfortunately it is windows only.
RStudio – http://www.rstudio.org/
A nice looking editor that is simple to use, however lacks the customization ability of Tinn-R, not being able to undock windows was a deal breaker for me. The plus is that this IDE runs on Widnows, Mac OS and Linux.
The Basics of R
The following PDF tutorial by S.A Bashir provides a good starting point for learning the basic features of R such as Arithmetic Operations, Vectors, Matrices, dealing with missing data, data frames (time series data) and plotting.