# Include Foreign Package To Read SAS Transport Files
library(foreign)

# Create Temporary File To Store Downloaded SAS Transport File
tf <- tempfile()

# Download NHANES 2001-2002 Blood Pressure Exam To Temporary File
download.file("ftp://ftp.cdc.gov/pub/Health_Statistics/NCHS/nhanes/2001-2002/BPX_B.xpt", tf, mode="wb")

# Create Data Frame From Temporary File
BPX_B <- read.xport(tf)