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package vars: save plots

You do not mention your OS, so further details may be needed.  
Graphical output can be constrained by machine details.  As a first  
step, why not try a format that has multiple page possibilities such  
as pdf  ... this gives me 4 pages:

  pdf(file ="outtest.pdf")
  ?lm
  ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
  trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
  group <- gl(2,10,20, labels=c("Ctl","Trt"))
  weight <- c(ctl, trt)
  anova(lm.D9 <- lm(weight ~ group))
#Analysis of Variance Table
#
#Response: weight
#          Df Sum Sq Mean Sq F value Pr(>F)
#group      1 0.6882  0.6882  1.4191  0.249
#Residuals 18 8.7292  0.4850
  plot(lm.D9)
  dev.off()