Hi @Shikhar,
Welcome to the RStudio Community forum.
This code just worked for me:
library(DBI)
library(RMySQL)
hg <- dbConnect(MySQL(),user="genome",db="hg19",host="genome-mysql.cse.ucsc.edu")
afdata <- dbReadTable(hg,"affyU133Plus2")
# Several warnings here......
dim(afdata)
# [1] 58463 22
You may need to check your internet connection. Are you behind a proxy server? Is your security software or firewall restricting internet access? Maybe the server was down when you tried.
HTH