installXLSXsupport() error

You didn't have to go through the command line. In the R GUI's
package installer, if you switched package repository to "CRAN
(sources)", you would have found XLConnect there too.

You don't mention the version of OS X you're running, but for me with
Lion and R 2.15.1, I have the same problem. Most binary packages on
CRAN will not be found, and so I always choose to install from
source.

That's not true for me.  Currently 3808 binary packages are available 
out of 3912 source packages, and all the *binary* packages should be 
found (but XLConnect is not one of those).  If you are seeing something 
different, do

(a) try the CRAN master
(b) report if R.app is not seeing all the packages there.

The errors can be seen at 
http://cran.r-project.org/web/checks/check_results_XLConnect.html: it 
seems the CRAN Mac build machine does have problems with several 
packages using rJava.  Since the latter is Simon's package, he is 
probably well aware of it.

It is worth pointing out that Java on OS X is something of a security 
nightmare, and maybe especially on Leopard (which the build machine 
perforce runs).  A couple of my students have found (the hard way) that 
Macs are not immune to malware.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595