Quickstart

1. Download Vimclojure from http://www.vim.org/scripts/script.php?script_id=2501
2. Unzip the zip file into ~/.vim (Unix) resp. vimfiles (Windows).
3. Ensure that the following is in your .vimrc resp. _vimrc:

   set nocompatible filetype plugin indent on syntax on

4. Edit a Clojure file.

Disclaimer
If you don't know Vim, Vimclojure might be not the right tool for you. Vim's learning curve can be as steep as Emacs, Eclipse + CCW, Netbeans + Enclojure, or Textmate (on OS X) are probably more suitable in this case.