summary: MacOSX, Panther; save graphs, jpg(), pdf(), bitmap(), Ghostscript, X11 server

So after taking some time and bothering some people (Thanks very much  
to all of them: Simon Urbanek, Rob J Goedman, Stefano Iacus, Byron  
Ellis, Elijah Wright, Denis Chabot, Nathan Weisz) I solved the  
problem.

I decided to write this summary. It's kind of long, but it might be  
helpeful to someone else.

Two problems: installation and knowledge on how to use R. This is  
valid for Panther 10.3.6, R 2.01 in a PowerBookG4.

I) Installation

X11 server has to be running. Go to Misc, Run X11 Server. You have to  
have X11 installed in your computer. Some Macs don't have it  
installed. It's on the 3rd CD. You can also download it from:  
http://www.apple.com/macosx/features/x11/download/

2) Saving graphs:
jpeg(), png(), pdf()

a) You have to have X11 running. Go to Misc, RunX11 server, let X11  
opened, don't close it.

b)to save a file you first have to open a device.
this was confusing to me, so let me be clear for other people like  
myself (supposing I am not the only one having this problem...).

jpeg() and png() pdf() are NOT used to save plots AFTER the plots are  
done. That's not what they do.

example:
jpeg("myfile.jpg")  #opens a device - saves a file in your directory  
but it has 0 Kb
plot(1:10)  #places the plot in the device - still 0 Kb file in your  
directory
dev.off() #closes the device and saves the contents of the plot in  
file.
 #you now have a file


3) there is another way to save graphs:
bitmap()

for that you need to have Ghostscript installed. I dowloaded  
Ghostscript, but using bitmap() sill does't work, it still can't find  
Ghostscript, I don't know where I have to install it, but I don't  
really need it.

General considerations:
a) It's always possible to save pdfs files from the active device on  
the menu: file > save
b) cut and paste also works
c) pdfs are wonderful for graphs and lines. I was surprised by the  
quality and the small size of the file. Another show of my ignorance.
d) I am very surprised that this has not been an issue. I think the  
functions are not very intuitive and the help pages, although clear  
NOW, didn't help me that much when I first read them.
e) I'm curious about this on windows. Do they also go through this  
device process?
f) you people are wonderful. Thanks for all the support and the help  
that I have had. It was a little time consuming but I've learned a lot  
in the process.