OK, the mailing list manager scrubbed my other two attachments. Here is the Lisp code inline:
(cffi:load-foreign-library "structs.dll")
(cffi:defcfun ("dump_blah" dump-blah) :void (ptr :pointer))
(cffi:defcstruct blah (cbsize :unsigned-int) (style :unsigned-int))
(defun dump-it () (cffi:with-foreign-object (ptr 'blah) (cffi:with-foreign-slots ((cbsize style) ptr blah) (setf cbsize 4) (setf style #x01ABCDEF)) (dump-blah ptr)))