However, I am not at all sure what to do with the other two files (Rdaemon and R,app) as these don't unzip to bundle files.

Fair enough! Looks like those other files *are* zip files but lacked the extension. To get the Rdaemon version running rename "R" to "R.zip" and then double click it. You should see

R Console (Rdaemon).tmbundle

which can then be double clicked to add it to TextMate.

Now open a new file, change the language to "R Console (Rdaemon)" from the selector at the bottom of the window. Type

start[tab]

and the daemon should start. There might be a small bug here in that you'll see two ">" signs. Just delete one of them and begin to enter R commands as you would in the console.

If I type "test<-c(3,4, 6, 7, 8, 9, 10)" in TextMate and hit command R, An R runtime opens and the command is executed and this line appears in the runtime.

I would now expect to type "test" in Textmate, hit command R again and get something like:

> test
[1] 3 4 6 7 8 9 10

This should now work as you expect. It's a really nice environment!

Good luck,
Paul