The way to fix this is, to do a which sbcl to find out where it's installed for me it was in /opt/local/ then download the source from http://www.sbcl.org
In the sbcl folder create a file called customize-target-features.lisp and put the following code in it...
(lambda (features) (flet ((enable (x) (pushnew x features)) (disable (x) (setf features (remove x features)))) ;;; Threading support, available only on x86/x86-64 Linux, x86 Solaris ;;; and x86 Mac OS X (experimental). (enable :sb-thread)))
now sh make.sh and then export INSTALL_ROOT=/opt/local/ and sudo sh install.sh
Try sbcl
if you get an error that it can't find the core then copy the core in output folder in sbcl to where it says it can't find sbcl.core
that'll give you sbcl with threads on macosx and Aquamacs that loads it in a fraction of a second.