Having read the ANSI Common lisp documentation on make-load-form, I am
still no clearer on what I have to do when I get this error: 

Error: Object cannot be written to a compiled file unless an applicable
method is defined on make-load-form.

Has anybody seen this error, and do they have a simple work-around?  Or
do I have to write some sort of serialization algorithm?

Thanks,
David