R is a free software environment for statistical computing and graphics. It runs on Windows, Linux and MacOS.
R is widely used in academia and research, as well as industrial applications.
an Introduction to R and R for Beginners are good references to start with.
More details on R Language and data access are documented respectively by the R Language Definition and R Data Import/Export.
Other R manuals and many contributed documentations are available at CRAN.
This website also collects links to some free online documents for R.
CRAN package repository (as on 25 May 2011).
Especially, package RWeka provides an interface to Weka, enabling to use most Weka functions in R.
CRAN task views provide collections of packages for different tasks. Some task views related to data mining are