Install softwares on other partitions I have partitioned my HD in three parts, system, work and private.
I was trying to install R in work volume but it failed because it could find OS?

So is it necessary to install all SWs on system, or there is a way to allow me install in that volume 'work'.
In general, OS X applications can run from anywhere. Depending on which R distribution you install it might run just fine from an Application bundle or you will just have to adjust your $PATH variable to place the executable files where they can be found.

You probably have a more specific install error that's causing your issues. Perhaps listing the exact version of R and where you got it / what steps you are following would allow us to help you better. (Ideally you would list the OS on Mac and the exact error message or what you are seeing that makes you think the installation failed.)