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Chicken with Windows
New chicken users under windows will notice that just downloading the binary chicken will NOT get them a working csc; chicken and csi work fine, but csc needs a c compiler. The default, if I am not mistaken, is the mingw compiler (Minimalist GNU for Windows), which is not hard to find. Just install the binary packages, probably with the installer. Next, make sure your chicken directory is in the root directory, aka C:\chicken\.
Now, edit the path; with xp, Control Panel > System (with classical configuration) > Advanced > Environmental Variables > (either edit or make the variable PATH in user or system variables; do it in system if you want everyone on the computer to see it). The path variable has the syntax path;path;path, with paths separated by semicolons. Tack on the C:\MinGW\bin\ directory, as well as the C:\chicken\bin\ directory (if you want to be able to type csc into your command line directly).
If you try running csc now, it'll fail miserably; before you become an abject failure, copy (or edit the path variable) the header files from chicken/include to MinGW/include, and the library files from chicken/lib to MinGW/lib. I don't think you have to copy the directories that were in either include or lib as of chicken 3.4. Now, typing csc -c filename.scm should pop out an executable.
NOTE: I don't think copying files from the chicken istallation is a good idea and adding the include and lib directories doesn't seem to work. I can get the compilation to work using the command "csi -IC:\chicken\include -LC:\chicken\lib filename.scm.
There is also a -cc option to change the default compiler.
More about csi options can be found by entering "csi -help"
For more about csi see the http://chicken.wiki.br/man/4/Using%20the%20compiler
That was the hard way. The easy way is to install mingw in the default location, add c:\mingw\bin to your PATH, download and extract the CHICKEN tarball, open a command-window, cd to the directory that contains the unpacked sources and enter
c:\> mingw32-make PLATFORM=mingw PREFIX=c:/mingw c:\> mingw32-make PLATFORM=mingw PREFIX=c:/mingw install