The quick version of this post goes like this:
-- # in Stata is : in R
-- ## in Stata is * in R.
The long version is that both Stata and R handle very nicely factor variables in regression models. If you want a full-factorial interaction between a factor variable x1 and a continuous variable x2, the Stata way is to say
regress y i.x1##c.x2
whereas the R way is to say
lm(y~factor(x1)*x2)
Now, if you just want to interact x1 with the slope of x2, the Stata way becomes
regress y i.x1#c.x2
whereas the R way becomes
lm(y~factor(x1):x2)
That's all.