A good tool built on R is rattle[1]. It's open source and is used at the Australian Taxation Office (Australian equivalent of the IRS?), so it must have something going for it. The version I used in a data-mining course last year was a bit buggy though...
He says it's for R and MySQL, but R is just reading CSV in his code. It looks like you can use Postgres, or SQLite, or even code in a general programming language.
Wow, that book is really old (2003). I had no idea R had been around that long. Is the stuff in it still relevant? I have no idea how quickly R has evolved.
[1] http://rattle.togaware.com/