This is a well-known problem for people new to the JVM.  There is a FAQ 
under development at http://dev.clojure.org/display/doc/FAQ to which I have 
just added a "Java Ecosystem" section and a "Running" section.  Let me know 
if there are other questions you ran into that should be included.

Project management and dependencies are a whole other problem.  As this 
thread indicates, there are plenty of tools to address it, but nothing 
matching the convenience you may be used to from scripting languages.  
That's mostly just the pain of being on a very large platform designed for 
enterprise-type projects, but that was a choice made for the other 
advantages it brings.

Thanks,
-Stuart Sierra
clojure.com

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