Trying to install RODBC in Ubuntu with
failed throwing an error message
ODBC headers sql.h and sqlext.h not found
A glance at the r-help showed that it had to do with something called unixODBC – an ODBC driver manager.
The package was installed, but not the development package and thus not the headers which R complained about.
Again a not-so-obvious-for-the-newbee-Linux-Unix-Shell-goblish thing. The fix is
sudo aptitude install unixodbc-dev