This is of course the difficult way to get started with Clojure. If you want something that works and that works quickly so that you can focus immediately on Clojure, NetBeans+Enclojure or Eclipse+Counterclockwise are the way to go. Up to date instructions for both and others (Vim, Idea, et al) here: http://www.assembla.com/wiki/show/clojure/Getting_Started

(I'm an Emacs/Swank/SLIME person myself)