Confused about XEmacs and Cygwin

I installed Cygwin, then XEmacs under Windows XP. My goal is to be able to
run an inferior Lisp (CLISP) from XEmacs. When I typed "M-x run-lisp",
XEmacs said "[No match]". So I rooted around and found that XEmacs had been
installed under /usr/local/bin/i686-pc-cygwin/. So I moved the executable up
to /usr/local/bin and tried running XEmacs from bash. Well sure enough, the
.xemacs directory got created and two files, custom.el and init.el. init.el
contains the single line "(setq inferior-lisp-program "/usr/bin/clisp.exe")
that was in the .emacs.el file in my home directory.

But XEmacs still says "[No match]" when I try to invoke an inferior lisp. I
can't find any docs on what to do if "M-x run-lisp" doesn't work.

Can anyone point me in the right direction? Am I doing something wrong? What
can I look at next to try and track this problem down?

-regards,
-jim