package installation error (LF versus CR)

Hello, 
I have the following problem in installing a package (in windows xp)

rcmd install -c  dlm

[ ..stuff deleted ]

  ... DLL made
  installing DLL
  installing R files
  installing inst files
  installing data files
  installing man source files
  installing indices
Errore in load(zfile, envir = envir) : l'input ?? stato danneggiato, LF 
sostituiti da CR
Esecuzione interrotta
make[2]: *** [indices] Error 1
make[1]: *** [all] Error 2
make: *** [pkg-dlm] Error 2
*** Installation of dlm failed ***

Does anybody please have suggestions? 
If relevant, the source package was downloaded from a unix server using cvs+ssh

Thanks a lot, 
best, 
Sonia

Sonia Petrone
Istituto di Metodi Quantitativi
Universit?? Bocconi
Viale Isonzo 25
20135 Milano, Italia.