.mpkg not recognized

I can't install any R binaries any more, and have always done so in  
the past. The problem seems to be that my Mac no longer  
recognizes .mpkg i.e. doesn't know how to open it. I cannot find  
anything called Apple Installer on my machine (if I am supposed to  
have/see that...)?

Yes, it should be
/Application/Utilities/Installer.app

If you don't have it, that's definitely bad. Possibly you can pull it  
off the OS X Installation CD - it's living in /Application/Utilities  
there as well (directly in the root of the CD) - just drag it to your  
disk. Also try to look in your Trash.

Cheers,
Simon