Edi Weitz has created a Lisp Starter Pack. Here's his description of it:
This is an attempt to help Common Lisp newcomers getting started. The aim is to quickly set up a comfortable working environment which includes a couple of useful and/or popular open source libraries. It is targeted at the Microsoft Windows platform and obviously heavily influenced by the author's personal preferences.
It has happened to me a couple of times that people who wanted to learn Common Lisp asked me for help or advice because they struggled with the basics, or rather with seemingly peripheral problems that prevented them from doing the "real stuff." These problems are usually related to setting up a working environment and to using open source libraries. I faced very similar issues when I started learning Lisp in 2000, and although the situation has improved since (you'll find much more introductory material on the web, and the library situation is significantly better), to many it still seems hard to reach a state where you can concentrate on learning the language and write a simple program.
Looks like a nice way to get started.