Finally, after struggling for about all of morning, I finally got the ess working on my home computer. These were the steps of setting it up:
1) Install xemacs 4.xxxx. Got it from the xemacs website, went well, no glitches. Didn't install extra packages beyond what was in the box.
2) Installed ess-5.7.1.zip and unzipped in the C:ess
3) Created .xemacs and created the Rinit.el file within it (thanks to John Fox for his excellent tutorial)
4) Copied John Fox's init.el file to the Rinit.el file
5) Modified the shortcut files and modified the Rinit.el file to load the actual location of the ess-site.el file
6) Indicated the location of the R newest version.
I guess for each successful iteration of R new version, these files just get changed, ditto for the ess new versions.
Does work well right off the installation, no major complaints.
I guess I need to figure out a way to install emacs org mode for the windows vista next.
"There's a crack in everything, it's how the light gets in." (Leonard Cohen)