Thanks to "R is my friend," you can now easily do this:
http://beckmw.wordpress.com/2013/11/14/visualizing-neural-networks-in-r-update/
I searched for the function created by fawda123 and added the ability to change the border color. My changes are available here:
https://gist.github.com/Peque/41a9e20d6687f2f3108d
Example with custom border color (black):

( , clusterGeneration , 'nnet' 'devtools'):
library(clusterGeneration)
library(nnet)
library(devtools)
seed.val<-2
set.seed(seed.val)
num.vars<-8
num.obs<-1000
cov.mat<-genPositiveDefMat(num.vars,covMethod=c("unifcorrmat"))$Sigma
rand.vars<-mvrnorm(num.obs,rep(0,num.vars),Sigma=cov.mat)
parms<-runif(num.vars,-10,10)
y1<-rand.vars %*% matrix(parms) + rnorm(num.obs,sd=20)
parms2<-runif(num.vars,-10,10)
y2<-rand.vars %*% matrix(parms2) + rnorm(num.obs,sd=20)
rand.vars<-data.frame(rand.vars)
resp<-data.frame(y1,y2)
names(resp)<-c('Y1','Y2')
dat.in<-data.frame(resp,rand.vars)
set.seed(seed.val)
mod1<-nnet(rand.vars,resp,data=dat.in,size=10,linout=T)
source_url('https://gist.githubusercontent.com/Peque/41a9e20d6687f2f3108d/raw/85e14f3a292e126f1454864427e3a189c2fe33f3/nnet_plot_update.r')
pdf('./nn-example.pdf', width = 7, height = 7)
plot.nnet(mod1, alpha.val = 0.5, circle.col = list('lightgray', 'white'), bord.col = 'black')
dev.off()