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load( ) and URLs

I am having difficulty loading a file over the web that was created with save(..., compress=TRUE):
Error in gzfile(file, "rb") : unable to open connection
In addition: Warning message:
cannot open compressed file `http://hesweb1.med.virginia.edu/biostat/s/data/sav/boston.sav'

I'm running on

platform i686-pc-linux-gnu
arch     i686
os       linux-gnu
system   i686, linux-gnu
status
major    1
minor    6.1
year     2002
month    11
day      01
language R

Any pointers appreciated.  -Frank