Hi Tarik,
(Don't reply to a message when you're opening a new topic -- it confuses mail readers.)
You will need ASDF to run Postmodern, but I think that should come included with Allegro (does it? any other Allegro users on this list?). ASDF-Install makes it easy to download and install the library, but is not necessary. Download the .tar.gz file from the library page, unpack it somewhere on your system (use a tool like WinRAR if you're on Windows), and create a file-system link to the .asd files in some directory that your ADSF searches (the variable asdf:*central-repository* should contain a list of such directories.) After this, doing (asdf:oos 'asdf:load-op :postmodern) should load the library.
Cheers, Marijn