You simply need to use the same compiler for whole stack. So:
- if you built QuantLib with mingw-4.8,
- then you should build R with it (this is sort-of documented, try the 'R Inst + Admin' manual)
- and ditto for Rcpp
- and then RQuantLib will just fall into place.
That should work.
BTW, there is a mailing list for rquantlib...