I am trying to install limma as follows

biocLite("limma")

I got this error 

installation path not writeable, unable to update packages: foreign, Matrix

I did 

biocLite()

BioC_mirror: https://bioconductor.org
Using Bioconductor 3.5 (BiocInstaller 1.26.0), R 3.4.0 (2017-04-21).
installation path not writeable, unable to update packages: foreign, Matrix

This is my sessionInfo()

R version 3.4.0 (2017-04-21)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                           LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] BiocInstaller_1.26.0 ggplot2_2.2.1        data.table_1.10.4    reshape2_1.4.2       hash_2.2.6          

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.11     grid_3.4.0       plyr_1.8.4       gtable_0.2.0     magrittr_1.5     scales_0.4.1     rlang_0.1.1     
 [8] stringi_1.1.5    lazyeval_0.2.0   labeling_0.3     tools_3.4.0      stringr_1.2.0    munsell_0.4.3    compiler_3.4.0  
[15] colorspace_1.3-2 tibble_1.3.3   

That's not an error! You just got an informative message saying that two of the base R packages couldn't be updated. In general, under Windows, R gets installed in C:/Program files/, which isn't writeable by a regular user, so you also get an additional library directory:

> .libPaths()
[1] "C:/Users/jmacdon/AppData/Roaming/R/win-library/3.4"
[2] "c:/Program Files/R/R-3.4.0/library"  

All of your Bioconductor packages end up in the first dir, which is writeable by you, and the base and core packages go in the second dir, which is only writeable by an administrator. You shouldn't be running R as an administrator, like ever, so it's common for you to get the message that you saw. If you really care to update the core packages, you can run R as an administrator, do biocLite, and then restart as a lower-permissioned user after the update.