I've tried this on 2 different PCs now.  I'm trying to run more than one R
script w/o closing and restarting JGR.  In other words, if I run one script
which uses the PerformanceAnalytics package and subsequently attempt to run
another script, using a package such as lattice, then JGR crashes on me
every time.  This doesn't happen with the regular old RGui.   

Another problem is that I can't change CRAN mirrors in JGR w/o restarting
JGR.

While neither of these problems is enough to stop me from trying to use JGR
they're both really annoying.  Any suggestions?
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