compile in maxima failure



Hello,
when I try to call compile(f) (with functione f defined elsewhere) in 
Maxima (5.9.0rc4 windows build), I have the following:

Compiling gazonk0.lsp.
End of Pass 1.
End of Pass 2.
Your C compiler failed to compile the intermediate file.

Error: Cannot open the file gazonk0.o.
Fast links are on: do (si::use-fast-links nil) for debugging
Error signalled by LISP:LET.
Broken at LOAD.  Type :H for Help.

The gazonk0.lsp file appears in the desktop. I susopect some environment 
variables are not set correctly or something. What should I do?
--
Andrei Zorine

p.s. by the way, absimp.demo tries to LOAD("absimp.mc"), which is 
absimp.mac now