The resolution to my problem was specific to Mac OS X and had nothing to do
with the R module in particular. In case others have a similar problem, here
is my solution.

First, write18 must be enabled. As described by Aditya Mahajan, edit
/usr/local/teTeX/texmf.cnf so that shell_escape = t.

Second, create a texmfstart script as described in the "Configuration of
texmfstart" section of http://wiki.contextgarden.net/Mac_Installation. I
modified this slightly by placing the script in ~/bin so that I didn't
interfere with the installed teTeX tree.

Now the r module works.

Thanks for everyone's help with this.

Matt

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