What about using biomaRt? Something like this, change as appropriate:
library(biomaRt)
mart<- useMart(biomart = "ENSEMBL_MART_ENSEMBL", host = "dec2015.archive.ensembl.org", dataset= 'hsapiens_gene_ensembl')
listAttributes(mart) ## Choose from these
affy<- getBM(attributes= c('affy_hg_u133_plus_2', 'ensembl_gene_id', 'external_gene_name'), mart= mart)
affy[affy$affy_hg_u133_plus_2 != '',][1:10,]
affy_hg_u133_plus_2 ensembl_gene_id external_gene_name
6 1553551_s_at ENSG00000198888 MT-ND1
7 1553551_s_at ENSG00000210100 MT-TI
9 1553551_s_at ENSG00000210112 MT-TM
10 1553551_s_at ENSG00000198763 MT-ND2
16 1553569_at ENSG00000198804 MT-CO1
17 1553538_s_at ENSG00000198804 MT-CO1
18 1553570_x_at ENSG00000198804 MT-CO1
20 1553569_at ENSG00000210154 MT-TD
21 1553570_x_at ENSG00000210154 MT-TD
22 1553569_at ENSG00000198712 MT-CO2