R system command on windows

Hi,
 
I am trying to use the R command "system"  under windows (XP). If I try the simple command system("mkdir toto") to create a directory toto, it tells me that it cannot find the command mkdir...
Does anybody knows how  it works ? Is it a path problem ? Maybe the answer is simple: I am a R user under Unix/Linux and I don't know well R under windows.
 
Thanks !
Aurelie