R CMD build/check on Windows 7

Folks:

sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
  [1] datasets  splines   grid      tcltk     stats     graphics  grDevices
  [8] utils     methods   base

other attached packages:
[1] svSocket_0.9-51 lattice_0.19-26 MASS_7.3-17

loaded via a namespace (and not attached):
[1] cluster_1.14.2 Hmisc_3.9-3    R2HTML_2.2     svMisc_0.9-65
TinnR_1.0-5
[6] tools_2.15.0


According to section 1.3 of the WRITING R EXTENSIONS manual, both R CMD
build and R CMD check run R with the '--vanilla' option so no user startup
files are read.

However,

1. If I have an Rprofile.site in my etc startup directory, if I am in the
...\top directory and try to check or build the top\mypackage source
package, I can only do so by giving (in the Windows shell, of course) the
full path name to R CMD build/check, e.g.
R CMD build pathtoTop\top\mypackage  .

R CMD build mypackage

yields the error:  ERROR  cannot change to directory 'test'


2. However, if I remove (e.g. change the name) of Rprofile.site, then

R CMD build/check mypackage

works fine. Note that my Rprofile.site file DOES contain a setwd()
statement to some other directory; if I comment out this statement, then I
also do not need to use the full path name even with the Rprofile.site file
there.

So my question is: Is the documentation wrong? -- Is there an environmental
or option I need to set/change? -- Is this a Windows "feature" subtlety?

Many thanks.

-- Bert