Using Shapes file to update the "world" map

I recently began playing around with the maps package, but am definitely a
novice when it comes to geographic data. While the map function is very easy
to use, the map data is out of date, particularly when it comes to former
Soviet Union countries. I have tried to search the archives to work out how
to update the file, but have become rather stuck. I found these
instructions: http://spatial.nhh.no/R/etc/world_map_intro.html but could not
quite follow them.

They did, however, point me to this site
http://thematicmapping.org/downloads/world_borders.php which has a more up
to date file of country borders. After downloading this file, I managed to
read in the shape file using read.shape and then plotted the result using
Map2poly and this confirmed that the data was good. However, the read.shape
gave me various error messages about extra data in the file and, although I
could plot the whole world, I don't know how to identify individual
countries. Ideally, I would like to take the downloaded border file data and
convert into file formats that the map function can understand. Any
suggestions as to how to do this or any alternative approaches would be
greatly appreciated. To get an idea of what I am trying to do, this post has
examples using the old map data:
http://www.stubbornmule.net/2009/07/arms-trade/