C structures in R

The short answer is that quite a bit of code, e.g pwilcox and RODBC, 
does things like this.  You don't need to pass the pointer back to R, 
but if you do external pointers are designed for this job.  

[reads a bit more of 'Writing R Extensions'...]

  Right yes, this does look like the tool for the job. I'll try and come 
up with a minimal example that duplicates what I'm doing with raw and 
pointers, it might be a useful illustration in the documentation.

Barry