problem with sweave

You put it in your executable search path and I wrote 'input search  
path'.  That's not 'following'!

You've not told us what TeX you have installed (and none comes with  
Mac OS X and there is a choice of third-party ones).  So the  
following is a guess based on the fact that R's utiities work (and  
they do set the input search path).

You need to manipulate the environment variable TEXINPUTS.   
Something like

export TEXINPUTS="/Library/Frameworks/R.framework/Versions/Current/ 
Resources/share/texmf:"

(You may well not just be able to append to TEXINPUTS as set, as it  
may or may not have a trailing colon.)

The reason for the caution is that there are TeX distributions in  
which this does not work, and other ways are needed to set the input  
search path -- and that used for R on Windows is one of them.