it is not an R problem.
using gdal, I have this :
gdalinfo --debug on H14_2011010400.grib
GRIB: Undefined parameter table (center 98-0 table 228).
GRIB: Undefined parameter table (center 98-0 table 228).
GRIB: Undefined parameter table (center 98-0 table 228).
GRIB: Undefined parameter table (center 98-0 table 228).
GRIB: Problems with ReadGrib1Record called by ReadGrib2Record
Inside ReadGrib1Record
GRIB1 GDS: Expect PV = 255 != 33
ERROR 4: H14_2011010400.grib is a grib file, but no raster dataset was successfully identified.
gdalinfo failed - unable to open 'H14_2011010400.grib'.
I think that your grib file is wrongly encoded, tryu to install wgrib to get more info.