readJPEG function cannot open jpeg files

Similar issue with URLs:

yesWeCan <- "http://upload.wikimedia.org/wikipedia/commons/9/9d/Barack_Obama.jpg"
url(yesWeCan)

description
"http://upload.wikimedia.org/wikipedia/commons/9/9d/Barack_Obama.jpg"
                                                                class
                                                                "url"
                                                                 mode
                                                                  "r"
                                                                 text
                                                               "text"
                                                               opened
                                                             "closed"
                                                             can read
                                                                "yes"
                                                            can write
                                                                 "no"

readJPEG(yesWeCan)

Error in readJPEG(yesWeCan) :
  unable to open
http://upload.wikimedia.org/wikipedia/commons/9/9d/Barack_Obama.jpg

I installed jpeg package and tried to use

 kim<-readJPEG("kim.jpeg") to read in a jpeg file, but R gave me an error:
Error in readJPEG("kim.jpeg") : unable to open kim.jpeg

I already put "kim.jpeg" in Rstudio's default working directory: "E:\home
work\Rstudio". So I don't think it's a problem caused by omitting the file's
path. But I tried with the full path version just in case and still got the
"unable to open" error:

kim<-readJPEG("E:\\ home work\\Rstudio\\kim.jpeg")
Error in readJPEG("E:\\ home work\\Rstudio\\kim.jpeg") :
  unable to open E:\ home work\Rstudio\kim.jpeg

So now I really don't know what is wrong.

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