R is a statistical program/environment that can be used for statistical modeling or analysis. More information about R can be found on its About page on its homepage.
Apart from the excellent documentation that can be found on R project's page, below are some of the links that I find useful.
Patrick Burns's "Spreadsheet Addiction" lists some common problems associated with Excel. He also has many tutorials pertaining to R under the "Tutorial" title on his page (link).