How to select a CRAN mirror in R
===

I'm trying to install a package through the R prompt by doing the following:

    install.packages('RMySQL')

But the output is as follows: 

    --- Please select a CRAN mirror for use in this session ---

And nothing else! I can't find a solution to this very basic problem. What am I supposed to type in order to select a CRAN mirror? 

EDIT: 

OS: Mac-OS X 10.6.8
R Version: 2.15.0