Another NEWBIE

I'm a very fresh newbie to R.

First piece of advice: read the posting guide before posting, and in 
particular use a meaningful subject line.

My first main question is, what the limitations of R are, what methods can R
NOT do, esp. compared to (a) SPSS and (b) SAS? 

R is a full-featured programming language, with no such limitations.

The second question is, how do you handle the data entry, data management
and data manipulation in R, to me it seems to be really complicated and
confusing?! Are there a kind of "helping tools"?

There is documentation.  For example, chapter 2 of MASS (see the FAQ or 
the posting guide) is devoted to this, and R ships with a `Data 
Import/Manual'.  We don't know your background or skill level, but the FAQ 
points you to lots of documentation.

The third question: are there differences in linux and windows versions of
R? At the monemt I'm running R on a WinXP System. Is this ok or would a
Linux solutuon be the better way (for using R)?

That's in the README of the Windows version.  BTW, perhaps you should ask 
in a suitable forum what the limitations of Windows are relative to Linux 
since like any application R is limited by the OS it runs on.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595