Where does R look for library packages - there is no package called 'BRugs'

I am have installed R on Windows 7 machine. R got installed in the  
directory
C:\Program Files\R\R-2.12.0. Then I installed the package BRugs  
using the
install.packages command. I did not get an option during the  
installation as
to what directory I wanted BRugs installed in. It ended up in
C:\myusername\Documents as C:\myusername\Documents\R\win-library 
\2.12\BRugs.
When I open and R and run the command library(BRugs) it works fine.

However, I would like to move the BRugs stuff out of my Documents  
folder,
either to a subdirectory under Documents of my choosing or to  
somewhere in
C:\Program Files\R\R-2.12.0. I tried just moving the whole folder and
subfolders R\win-library\2.12\... from Documents to a subfolder. I  
don't
think this matters, but just to complete, there is also a folder  
called Coda
with the BRugs folder in the 2.12 folder and of course there are  
subfolders
and files under each of the folders Coda and BRugs. Then when I try
library(BRugs) I get the error message "Error in library(BRugs) :  
there is
no package called 'BRugs'". So it seems R only knows to look for the  
BRugs
package in it's original installation location.

How can I get it to work having BRugs in one of my desired locations?