I've got this error when I M-x slime for the first time:

 LOAD: A file with name
      /usr/share/common-lisp/source/slime/swank-loader.lisp does not exist

I'm on Ubuntu 11.10 and have clisp installed through/as an Ubuntu package; otherwise, I'm using your latest (slime-2012-02-09). Any ideas what I've done wrong?