Step 1: Download the project zip file here — this is a Windows-specific build and works with R version 2.14+.

Step 2: Install the package using the following command (this is executed in the R console:

    install.packages(repos=NULL, pkgs="C:/path/to/cdatafeedtre_0.9.zip")

The following example demonstrates what a successful installation should look like (note the version number should be 0.9, however).