I honestly don't remember if or how PCL goes over how to load 3rd party libraries, but things have changed since it has been written anyway. We have a new and improved way to install libraries, here is the short form:
1. Download this file: http://beta.quicklisp.org/quicklisp.lisp
2. At the lisp repl, eval this: (load #p"/path/to/quicklisp.lisp") then this: (quicklisp-quickstart:install) then this: (ql:add-to-init-file)
3. Now, whenever you want a package, eval (ql:quickload :package-name) To load aserve: (ql:quickload :aserve)
for more information on how to use the program, like how to find out what is available.
After (ql:quickload :aserve) you can continue with PCL.