The function you have called is not used to download packages.
installed.packages returns information about packages available to R. The first argument defines places where the function will be looking for packages. Unless there is reshape2 directory in your current working directory that happens to contain some valid packages, the function will return nothing.
If you want to download and install package, use install.packages:
install.packages("reshape2")
If you want to download package (but not install it), use download.packages.
