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importing a shapefile stored on a server

Dear all,
I am just preparing a course on spatial analysis with R; The course is a 
rnw file. In the file, I want to import a shapefile within R. The 
shapefile is here : http://pbil.univ-lyon1.fr/R/donnees/francedep/

I have try :
Le chargement a n?cessit? le package : foreign

Le chargement a n?cessit? le package : sp
Attachement du package : 'shapefiles'

        The following object(s) are masked from package:foreign :

         read.dbf

        The following object(s) are masked from package:foreign :

         write.dbf
impossible d'ouvrir le fichier DBF
Erreur dans getinfo.shape(filen) : No such file


Is there a way to read directly this file ? One solution would be to use 
download.file and then read the shapefile but I wonder if it would be 
possible to read directly the data from the url.

Cheers.