I don't know OP. I'd say use Edwin which comes with MIT Scheme and just install it.
I'm mostly a CL guy and didn't have trouble installing Emacs+SLIME+Paredit and my choice of CL implementation (I've used so far: SBCL, CCL, CLISP, ECL and trials/personal edition of LispWorks and ACL) on both Linux and Windows.
As for Scheme, I've used PLT Scheme and MIT Scheme. I'd say PLT is the most newbie friendly one as it comes with a simple GUI.