I think installing mysql-connector-odbc-5.1.6-win32.msi upset RMySQL.
In R, running
... Error in if (utils::file_test("-d", MySQLhome)) break : ...
Setting MYSQL_HOME to C:\PROGRA~1\MySQL\MYSQLS~1.0
fixed the problem (using XP's System, Advanced, Environment Variables, System Variables).
Except that only lets me load the library, connecting doesn't work now. Gave it the mysqllib.dll that comes with HeidiSQL, that'll work until mysql-5.1.47-win32.msi finishes downloading (copied the dll into a dir called "bin", set MYSQL_HOME to dir that bin dir was in).