Hi,
I read the GSE file into R as follows.

    gse <- getGEO("GSE4928", GSEMatrix=TRUE)
Now I want to convert all probe IDs to gene symbols and write the entire annotated dataset back to my computer. What should I do?
By the way, which dataset is stored in gse? SOFT formatted family file, MINiML formatted family file or Series Matrix File?
Take a look at this code:

    gse = gse[[1]] # get just the first element in the list
    head(fData(gse))
    symbols = fData(gse)[,'Gene Symbol']

Now, you have the gene symbols.  The gse object (after choosing the first element in the list using gse[[1]]) contains the information from the Series Matrix file AND the GPL file.
