Scatterplot with the 3rd dimension = color?

I have 3 columns of data and want to plot each row as a point in a
scatter plot and want one column to be represented as a color gradient
(e.g. larger  values being more red). Anyone know the command or
package for this?

It's not a particularly effective display, but here's how to do it.  Use 
rainbow(101) in place of rev(heat.colors(101)) if you like.

x <- rnorm(10)
y <- rnorm(10)
z <- rnorm(10)
colors <- rev(heat.colors(101))
zcolor <- colors[(z - min(z))/diff(range(z))*100 + 1]
plot(x,y,col=zcolor)

Duncan Murdoch