Setting the CRAN repository so that it does not ask every time you try to install a package  is something that I think few people bother to do, but it is so simple and can save a fair bit of frustration when working.  This is accomplished through a setting in one of the Rprofile files.  There is the site file found at either

/etc/R/Rprofile.site

on linux or

C:\Program Files\R\R-2.14.0\etc\Rprofile.site

on windows, for R-2.14.0.  In this file you will even find an example of setting the CRAN mirror.  You can edit here is you have root or administrative privileges, but more likely you will copy it and place it in the personal

.Rprofile

file in your home directory.

Inside the command is simple, this is copied straight from the Rprofile.site file.

local({
  r <- getOption("repos")
  r["CRAN"] <- "http://cran.cnr.berkeley.edu/"
  options(repos = r)
})

The local command prevents r from being set for every session.  You would replace the “http://cran.cnr.berkely.edu” with the best mirror for your location.  The list of CRAN Mirrors is available on the main CRAN website.