yes, R can be installed on Windows easily, but no in Ubuntu.

I follow the instructions from http://sites.psu.edu/theubunturblog/installing-r-in-ubuntu/

but I have difficulties over-writing this file 

/etc/apt/sources.list

can anyone suggest what steps to over-write the above file? even with superuser (su) root, I cannot overwrite the above file.

Open a terminal and type: sudo apt-get install r-base

You might want to run the following first: sudo apt-get update

R can clearly be run on Ubuntu  (or any other GNU/Linux system I know of) and I have been doing that for years without problems.

Dear Tan

1-First you should install r-base(base packages for R) by typing "sudo apt-get install r-base"

in terminal or through "Synaptic Package Manager".

2-You could install some good R software on Ubuntu using "terminal" or "Synaptic Package Manager", a good candidate  is "RKWard"  with a nice GUI. 

http://rkward.sourceforge.net/

3- There is a Windows version for "RKWard" as well, if you want to have it on windows.

thanks for all your suggestions. I think my main issue is the network connectivity...

when I issue command

sudo apt-get update

it could not connect and always at 0%. see attached printscreen.

which configuration should I change?

That's a very different issue. I'd suggest you ask such a question in a Q&A that is more suited for it, e.g. http://askubuntu.com/  or look for help in the Virtualbox forums: https://forums.virtualbox.org/ .  But make sure to search for a similar question first. Maybe something like that here might help you: http://askubuntu.com/questions/102450/how-to-set-up-virtualbox-bridged-network-on-windows-7-host

thank you all, I need to solve the issue first....