Yes, it's weird.
Your problem, as stated, is that it can't manage to find the antlr required dependency.
Maybe it's your eclipse installation, maybe it's the plugin (can't be 100% sure it's not the plugin, because I haven't tested it on Vista).
In order to make you install clojuredev, I've added the antlr plugin jar to the downloads section of clojuredev website :
http://code.google.com/p/clojure-dev/downloads/list
Just copy it into your eclipse's plugin directory, restart eclipse with -clean option (may not be necessary, though), and please try reinstalling.
If you still have problems after that, I'll consider providing both an eclipse update site and a zip for manual installation whenever I deliver a new version of clojuredev.
HTH,
--
Laurent