Using non parametric package within R with proper working tutorial

This link and PFF looks good:

http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-nonparametric-regression.pdf

Although, it is in S and SPplus, it is fully compatible with R. The only question is how to get the data as there is no mention of the source.

This one seems to work better though with improved explanation:

http://cran.r-project.org/web/packages/np/vignettes/np.pdf

Using the np R packahe