Hi Daniel,
I have only limited experience with Windows, but I did use Ltk under Windows with clisp and it worked without a problem - and I heard of others using it with Lispworks, so it should work in principle. However there have also been some reports of problems. It seems that certain Windows tools, like tray-programs, have a tendency to confuse Ltk. So check what is running on your machine and perhaps disable all other programs until you find the culprit. If you find it, please tell me so I can build a list.
Peter