It might be helpful to install VM with some Linux if you haven't done so. I'm not sure what the config issue was because I don't know much about Common Lisp, but I wouldn't doubt the issue was something irt to Windows if that is the environment you are using. You'll also discover that many items you want to use in your projects may not be available on Windows at all, and with Linux, you just do an install command and it just works.

I want to clarify that the reason things aren't available on Windows isn't because of some belief system from the Open Source community: it is because deploying for Windows is really tough.

As far as I know, it doesn't matter what distro you use. I went ahead and installed Arch Linux and I love it.