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

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