In this page, I aim to illustrate how to get Rgraphviz installed on Windows XP (32-bit). I recommend that you consider using an OS more suitable for research (my personal recommendation is Debian GNU/Linux). If you are stuck using Windows, then I hope you find these instructions useful.
The first step is to download the graphviz binaries. Download graphviz-2.20.3a.msi from http://www.graphviz.org/pub/graphviz/stable/windows. I note that I was unable to use version 2.24 (current stable version of graphviz)
Click on the graphviz-2.20.3a.msi icon to start the installation process. I suggest that you just accepts all the defaults. Make a note of where graphviz will be installed (default C:\Program Files\Graphviz2.20 during the installation process.
If you see this, then you have successfully installed Graphviz
In the Start menu go to Settings then to Control Panel
Click on the System icon
Under the Advanced tab click on Environment Variables
Click on New under the User variables tab. In the window that pops up enter Variable Name and Variable Value as shown on the screen shot
Click _again_ on New under the User variables tab. In the window pops up enter Variable Name and Variable Value as shown on the screen shot
Click once _again_ on New under the User variables tab. In the window pops up enter Variable Name and Variable Value as shown on the screen shot
Now click on Path under the System variables tab and make sure that C:\Program Files\Graphviz2.20 appears there. If not add it (make sure you spell it correctly and that the entries are separated by semi-colons)
Start an R session and load the package Rgraphviz (I assume that it is installed). If it loads without throwing error or warning messages, you should be in good shape
Enter the commands shown on in the console and see if you can reproduce the graph shown here.