There is a bug in LispWorks 6, at least on 64 bit Linux, that "breaks the values returned by multiple-value-prog1 when the subforms use dynamic-extent objects" (LispWorks support).
In my use of slime and LW6 this was causing annoying warnings as each file was compiled by slime-load-system.
Attached is a trivial variation of the existing code that fixes the issue for me.
Cheers,
Greg