As you may already know you can download and install R packages in R using the install.packages() command. The command takes a string as an argument, searches the CRAN mirror server and installs the package if it is found.
> install.packages("Rpvm") # Downloads and installs the Rpvm package

If you are not sure what the package's name is you can list all available packages using the command available.packages(). The command will return an array of information about all packages registered with the CRAN mirror site.
> available.packages() # List information on all packages registered with the CRAN mirror site.

The default CRAN mirror setting is http://cran.us.r-project.org. The mirror setting can be changed with:
> options(CRAN = "http://cran.stat.ucla.edu") # Switch to the UCLA CRAN mirror site.

If you want to be on the safe side and install every package that exists at a mirror site you can combine commands:
> install.packages(available.packages()[,1]) # Install all packages that exist at the CRAN mirror site.

The [,1] selector picks out the second column of the array returned by available.packages(), which happens to contain the names of the packages.

How I did:

1- dowload Rdbi package from
http://sourceforge.net/project/showfiles.php?group_id=32003 and saved it o Desktop

2 - run i R

Another simple note

install.packages('/home/alex/Desktop/Rdbi_0.1-2.tar.gz',lib='/home/alex/R/i486-pc-linux-gnu-library/2.5', repos=NULL)

source("http://bioconductor.org/biocLite.R")
biocLite("RdbiPgSQL")