I don't know whether it will work with the lisp files, I experienced
trouble but this is already some time ago and I can't remember why.
In any case you should load
load("/usr/labri/rubey/maxima/src/binary-gcl/set.lisp")
which is probably
load("C:/MAXIMA/MAXIMA/share/maxima/5.9.0/src/set.lisp")
at your site
instead of
C:/MAXIMA/MAXIMA/share/maxima/5.9.0/share/misc/set.lisp
Martin