I think you're escaping the U in Users with \. I don't use R on Windows systems, but I believe you just have to change those \ characters in your path to / within setwd().
It worked, thank you. I also learned that I need quotation marks around the file name because then I was receiving another error message saying my file could not be found.
You might try doubling up the backslashes, as in setwd("C:\\Users\\afkas\\Documents\\RProgramming") (although I don't know that is any improvement over forward slashes).