In R you would first import datafile "DummyData.txt", then you create the model for the linear regression, then report the ANOVA Table and results

> dummy <- read.table("http://caspar.bgsu.edu/~courses/Stats/Labs/Datasets/DummyData.txt", header=TRUE)
> dummy.lm <- lm(dummy$Brightness~dummy$Size)
> summary(dummy.lm)
> anova(dummy.lm)