install.packages on windows

Sometimes when I try to install certain packages I get a warning message.
For example, I tried to install the package "Imtest" on windows R version
2.15.1 and got the following message:

Warning message:
package ?Imtest? is not available (for R version 2.15.1)

How can I install the above package? Why do I get the above Warning message?

It probably means exactly what it says, except that the information is 
about the mirror you are using.

I would try another mirror.  If that doesn't solve it, then it probably 
means that the package is really not available for 2.15.1.

You can look on the cran.r-project.org website for information about it, 
and probably download the source from there, but you will probably need 
to fix whatever is wrong with it before it will work.

Duncan Murdoch