How do I get my IT department to "bless" R?

I'd like to get our company to feel
comfortable with open source

Anyone still denying, here in 2009, that open source offers serious 
business value is a dinosaur, doomed to extinction.  Their cerebella 
have calcified.  The balance tipped a decade ago.

Just like the real dinosaurs, extinction will only be fast on a 
geological time scale.  Don't expect your job to evaporate next year 
because they won't use open source.  Just expect that over the coming 
decades to be routinely outcompeted by the mammals.

Chances are, your company actually has embraced open source in some way. 
  One facile argument is to ask if they use Google.  Yes?  Google uses 
Linux, MySQL, and yes, even R, so your company does too, if indirectly. 
  Likely, some bit of open source has crept into your actual operation 
elsewhere besides your little R enclave.

How does one get an all Microsoft
shop on board with allowing users to user R?

Proceed the same way you already are.

It is as Gandhi said: "First they ignore you, then they laugh at you, 
then they fight you, then you win."

Every revolution in corporate IT happened this way, including 
Microsoft's own rise to dominance.  (Remember Big Blue?)