An alternative to cat() is writeLines():
> writeLines("File not supplied.\nUsage: ./program F=filename")
File not supplied.
Usage: ./program F=filename
>
An advantage is that you don't have to remember to append a "\n" to the string passed to cat() to get a newline after your message. E.g. compare the above to the same cat() output:
> cat("File not supplied.\nUsage: ./program F=filename")
File not supplied.
Usage: ./program F=filename>
and
> cat("File not supplied.\nUsage: ./program F=filename","\n")
File not supplied.
Usage: ./program F=filename
>
The reason print() doesn't do what you want is that print() shows you a version of the object from the R level - in this case it is a character string. You need to use other functions like cat() and writeLines() to display the string. I say "a version" because precision may be reduced in printed numerics, and the printed object may be augmented with extra information, for example.