To begin with, the pointers given in the R extensions manual will give you a useful start.
If you get problems arising either in your examples or when the Latex dvi manual is built (at the very end of the Windows binary package build, it may be worth using the command Rcmd check and then look in the 00check or packagename-manual files (in the R bin\packagename.Rcheck directory) to see whether this gives an idea as to where the problems are. In particular, make sure that all brackets and parentheses are matched properly.
To tidy and standardise your help files, the advice from the R developers is quite good, though you may not want to follow it to the letter. One thing which stood out for me particularly was replacing T or F by TRUE or FALSE.
I have also noticed that you can't seem to have a text markup (e.g. bold, emph) in the item names in certain documentation file sections (e.g. value).