In case you're a R user (most likely not though), think about bundling up your code in a package so that others can use it:
FlowingData Forums » Statistics and Data
How to Write an R Package - Tutorial
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And if you're familiar with other programming languages with comment based documentation systems, be sure to check out roxygen: http://roxygen.org/
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Chapter 4 of the John M. Chambers'book 'Software for data Analysis - Programming with R'( http://www.amazon.com/Software-Data-Analysis-Programming-Statistics/dp/0387759352/ref=sr_1_1?ie=UTF8&s=books&qid=1231949562&sr=1-1 ) is another good source of information.
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@nathany, your link doesn't work. I think changing one digit does it:
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