I need additional modules for R. How can I install them for my user account?

You can install R modules in your home directory. R automatically asks to put the libraries in a directory in your home when it cannot write to the system wide installation directory. To install additional modules you start up R and run install.modules:

$ R
R version 2.10.1 (2009-12-14)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> install.packages("XML")

R then asks you for a download site. Use the local (München) download site. In case you want special compilers or want to install the package on the SuperMUC where no direct internetconnection is possible, you have to download the tar.gz file first (e.g. from CRAN) and then install it via the following command:

> install.packages(
    c("XML_0.99-5.tar.gz",
      "../../Interfaces/Perl/RSPerl_0.8-0.tar.gz"),
    repos = NULL,
    configure.args = c(XML = '--with-xml-config=xml-config',
                       RSPerl = "--with-modules='IO Fcntl'"))

Please also have a look at the man pages in R.