Console hello world app

I feel silly asking this, because I found a similar message posted a while 
back that supposedly proposed a solution.  I would like to create a simple 
hello world app on windows that has no main form, and simply prints "Hello 
world" to stdout.  On windows this means that it should run in a console 
window, and this is what I want to see at the prompt:

C:\> hello-world.exe
Hello, world!

C:\>

My source code file looks like this:

(in-package :cg-user)

(defun test()
  (print "Hello, world")
  )


The first line was added as a result of the post I found from another person 
asking the same question, and that was part of the solution.  But I still get 
the exact same error.

"An unhandled error has occurred in this appliation, which will now exit.  The 
error was: attempt to call 'TEST1' which is an undefined function."