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update.packages fails with directory not found

Mike,
  If you have the time and can consistently reproduce
this problem you might try using Sysinternal's
Process Monitor program to capture the details of what
R and other programs were doing in that directory around
the time of the problem.
  http://technet.microsoft.com/en-us/sysinternals/bb896645.aspx

I have not used Process Monitor, but have profitably used
the older Filemon program and Process Explorer from Sysinternals.
They act somewhat like the Linux lsof and strace programs,
tracing things at the interface between a program and the
operating system.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com