I can attest to the fact that setting up a Clojure/Emacs/Slime/Leiningen environment is a huge PITA. Something like Clojure Box helps, but it sacrifices flexibility in favor of ease of use and hides a lot of underlying configuration from a new user. A big part of the problem is a lack of a "canonical" setup; if you Google around for Clojure and Slime most directions you find will be out of date, highly personalized, or both. They will probably involve checking projects out of a multitude of repos (be they CVS, SVN, or Joe Blow's GitHub branch) and copying mystifying emacs configuration without really understanding what it all does. And then, after all of that, it still might not work. God help you if you want to get it all to work under Windows.
Don't get me wrong, I love Clojure and I... well, I don't hate Emacs, but it's frustrating to have to deal with a lot of setup when one just wants to hack in a new language.