This Docker-file will get you a running Rstudio-instance at http://localhost:8787/, login rstudio/rstudio. It contains the required R & GIS-packages such as rgdal. Copy-paste code below.

library(rgdal)
## Loading required package: sp
## rgdal: version: 1.0-7, (SVN revision 559)
##  Geospatial Data Abstraction Library extensions to R successfully loaded
##  Loaded GDAL runtime: GDAL 1.11.2, released 2015/02/10
##  Path to GDAL shared files: /usr/share/gdal/1.11
##  Loaded PROJ.4 runtime: Rel. 4.9.2, 08 September 2015, [PJ_VERSION: 492]
##  Path to PROJ.4 shared files: (autodetected)
##  Linking to sp version: 1.2-0

Download the shapefile to a temp dir

tmp <- tempdir()
url <- "http://statbel.fgov.be/nl/binaries/scbel01012011_gen13_tcm325-275679.zip"
file <- basename(url)
download.file(url, file)
unzip(file, exdir = tmp)

Read in shape file

layers <- ogrListLayers(paste(tmp, 'scbel01012011_gen13.shp', sep='/'))
layers
## [1] "scbel01012011_gen13"
## attr(,"driver")
## [1] "ESRI Shapefile"
## attr(,"nlayers")
## [1] 1
be.statsec <- readOGR(dsn = tmp, layer = layers[1], encoding = "UTF-8")
## OGR data source with driver: ESRI Shapefile 
## Source: "/tmp/RtmprNAwpj", layer: "scbel01012011_gen13"
## with 19782 features
## It has 23 fields

Show SpatialDataFrame-structure

names(be.statsec)
##  [1] "OBJECTID"   "Cs012011"   "Nis_012011" "Sec012011"  "CS102001"  
##  [6] "CS031991"   "CS031981"   "Sector_nl"  "Sector_fr"  "Gemeente"  
## [11] "Commune"    "Arrond_nl"  "Arrond_fr"  "Prov_nl"    "Prov_fr"   
## [16] "Reg_nl"     "Reg_fr"     "Nuts1"      "Nuts2"      "Nuts3_new" 
## [21] "Gis_Perime" "Gis_area_h" "Cad_area_h"
table(be.statsec$Nuts1) # nr. of sectors by NUTS level
## 
##  BE1  BE2  BE3 
##  724 9182 9876
table(be.statsec$Nuts2)
## 
## BE10 BE21 BE22 BE23 BE24 BE25 BE31 BE32 BE33 BE34 BE35 
##  724 1995 1396 2215 1725 1851  888 2958 2609 1535 1886
table(be.statsec$Prov_nl)
## 
##       Antwerpen      Henegouwen         Limburg            Luik 
##            1995            2958            1396            2609 
##       Luxemburg           Namen Oost-Vlaanderen  Vlaams-Brabant 
##            1535            1886            2215            1725 
##   Waals-Brabant West-Vlaanderen 
##             888            1851
plot(be.statsec) # silly plot