Just a note, since I had to figure it out.
Mac OS X Tiger PPC, R 2.6.1
To load the ICSNP library in R, you need to install the mvtnorm package. The package installer for some reason would not do this, but you can download the binary from this page and install it with Packages & Data -> Package Installer -> Local Binary Package (under “Packages Repository”) and click Install, which will let you grab the package from the place to which you downloaded it.