library(biomaRt)
## Pull out dataset you want
mouse <- useMart(biomart = "ENSEMBL_MART_ENSEMBL", 
                 dataset = "mmusculus_gene_ensembl",
                 host= "jul2016.archive.ensembl.org")

## You can list all the attributes possible (heading to save space)
head(listAttributes(mouse), 25)
##                               name
## 1                  ensembl_gene_id
## 2            ensembl_transcript_id
## 3               ensembl_peptide_id
## 4                  ensembl_exon_id
## 5                      description
## 6                  chromosome_name
## 7                   start_position
## 8                     end_position
## 9                           strand
## 10                            band
## 11                transcript_start
## 12                  transcript_end
## 13        transcription_start_site
## 14               transcript_length
## 15                  transcript_tsl
## 16        transcript_gencode_basic
## 17               transcript_appris
## 18              external_gene_name
## 19            external_gene_source
## 20        external_transcript_name
## 21 external_transcript_source_name
## 22                transcript_count
## 23           percentage_gc_content
## 24                    gene_biotype
## 25              transcript_biotype
##                                   description         page
## 1                             Ensembl Gene ID feature_page
## 2                       Ensembl Transcript ID feature_page
## 3                          Ensembl Protein ID feature_page
## 4                             Ensembl Exon ID feature_page
## 5                                 Description feature_page
## 6                             Chromosome Name feature_page
## 7                             Gene Start (bp) feature_page
## 8                               Gene End (bp) feature_page
## 9                                      Strand feature_page
## 10                                       Band feature_page
## 11                      Transcript Start (bp) feature_page
## 12                        Transcript End (bp) feature_page
## 13             Transcription Start Site (TSS) feature_page
## 14 Transcript length (including UTRs and CDS) feature_page
## 15             Transcript Support Level (TSL) feature_page
## 16                   GENCODE basic annotation feature_page
## 17                          APPRIS annotation feature_page
## 18                       Associated Gene Name feature_page
## 19                     Associated Gene Source feature_page
## 20                 Associated Transcript Name feature_page
## 21               Associated Transcript Source feature_page
## 22                           Transcript count feature_page
## 23                               % GC content feature_page
## 24                                  Gene type feature_page
## 25                            Transcript type feature_page
## Heres how to pull the data that you want 
genes.with.id <- getBM(attributes=c("ensembl_gene_id", "external_gene_name"), mart= mouse) 
## heading to save space
head(genes.with.id, 25)
##       ensembl_gene_id external_gene_name
## 1  ENSMUSG00000064372              mt-Tp
## 2  ENSMUSG00000064371              mt-Tt
## 3  ENSMUSG00000064370            mt-Cytb
## 4  ENSMUSG00000064369              mt-Te
## 5  ENSMUSG00000064368             mt-Nd6
## 6  ENSMUSG00000064367             mt-Nd5
## 7  ENSMUSG00000064366             mt-Tl2
## 8  ENSMUSG00000064365             mt-Ts2
## 9  ENSMUSG00000064364              mt-Th
## 10 ENSMUSG00000064363             mt-Nd4
## 11 ENSMUSG00000065947            mt-Nd4l
## 12 ENSMUSG00000064361              mt-Tr
## 13 ENSMUSG00000064360             mt-Nd3
## 14 ENSMUSG00000064359              mt-Tg
## 15 ENSMUSG00000064358             mt-Co3
## 16 ENSMUSG00000064357            mt-Atp6
## 17 ENSMUSG00000064356            mt-Atp8
## 18 ENSMUSG00000064355              mt-Tk
## 19 ENSMUSG00000064354             mt-Co2
## 20 ENSMUSG00000064353              mt-Td
## 21 ENSMUSG00000064352             mt-Ts1
## 22 ENSMUSG00000064351             mt-Co1
## 23 ENSMUSG00000064350              mt-Ty
## 24 ENSMUSG00000064349              mt-Tc
## 25 ENSMUSG00000064348              mt-Tn
### Then giving a list of names you should be able to find the indeces associated with genes you want to annotate