You want a compiler/interpeter right?
I suppose it depends what you want:
the personal edition of lispworks (free, but with limited heap space and 5 hr time limit, among other things) is very easy to use. http://www.lispworks.com/downloads/
In reality, all the 5 hr time limit means is that you have to exit lispworks and then re-load your program, and the time limit resets. So, no big deal.
Another easy one (as in there are binaries available for win32), if you don't mind not having a graphical interface, is clisp. http://clisp.cons.org/
I personally prefer sbcl over lispworks, mainly for the reason that it can use the package :arnesi (code walker), while lispworks can't. HOwever, it's not exactly 'easy to get into, atleast for win32, because you have to compile it yourself. Now, if you know how to compile programs, i guess its no big deal.
Oh, and if you want to use libraries defined by others, the asdf package is a must (it consists of only 1 file). Since i knew i had trouble at first using asdf, just post if you want some handy code that'll make using asdf a breeze (well, atleast on win32. i guess ic ould expand the same to other platforms.)
Edit: oh, and on lispworks, i haven't yet found a way to open multiple lisp files on the personal edition. maybe i'm missing something.
Edit: lol, i just checked, and there is a way. hmm, too hasty