Sadly, the state of Clojure IDEs is the cause of much frustration for newcomers. It's getting better, but still not perfect. Guides like this will help tremendously.
http://www.mail-archive.com/clojure@googlegroups.com/msg1620...
The other tip not mentioned is that you must evaluate each expression. So if there are two expressions or functions and the second uses the first. You must first run <Leader>et for the first and then <Leader>et for the second. Although this is an "issue" with some Emacs commands as well.
We need a vimclojure wiki.
One of the strengths of Clojure is that you can develop in the repl / notepad with essentially just jline and a valid java install.
I worked like this for a while, but have recently moved to TextMate, now I'm planning some more Clojure work.
Although the installation doc says it uses the REPL and screen (and ruby, though that's mostly true for most tmbundles).