As I wrote here, I decided to give up trying to install an easy-to-operate GUI/Graphics package for Common Lisp running on Windows. So, I turned to CL's little brother Scheme for help.
Scheme has a couple of well developed and supported implementations that run on Windows. One of them is PLT Scheme. It works like a free programming language environment on Windows should work - an easy setup, after which you can trivially write GUI and graphics code (using wxWindows, so it looks native an pretty). PLT also comes with a ton of useful libraries for stuff like networking and threading, and new libraries are trivial to install using the PlaneT package distribution system. Moreover, it's very well documented and there's an active mailing list (reflected to a Google Group) where you can get help. So it passes all the prerequisites for a "newbie friendly" programming environment.
Scheme itself is a little different from Common Lisp, but not by much. I wrote a little about this topic here, and here is another great comparison for more in-depth information.
So at least for the SICP section with the picture language (2.2.4) I plan to switch to PLT Scheme. If I like it, I will perhaps use PLT and CL interchangeably later. This way I'll be able to learn both languages and better understand the differences.