When I try to load packages using quicklisp such as png and linedit on my windows 7 64 bit machine using sbcl I find that the Include header generated and passed to GCC is missing the drive letter and so some C header files can't be found.  I believe this is the same bug that was reported in this post:

http://lists.common-lisp.net/pipermail/cffi-devel/2011-November/003628.html

I am even more of a LISP newbie than the writer of that post so don't really understand his suggested patch.  I am really just starting with LISP so this is not a high priority for me but I thought I would report the but in case it helps.

Regards
Munawar