Unable to find file "ice-9/boot-9.scm" in load path

[Helge Kruse]

I try to follow the instructions on this page:
http://lilypond.org/doc/v2.14/Documentation/extending/scheme-sandbox.html

Unfortunately I get an error message, when I try to start guile.exe:
  ERROR: In procedure primitive-load-path:
  ERROR: Unable to find file "ice-9/boot-9.scm" in load path

The PATH contains the path to Lilypond: "C:\Program Files 
(x86)\LilyPond\usr\bin". So I am sure that I use this copy of Lilypond.

The documentation mentions that I have to add an environment variable
C:\> set GUILE_LOAD_PATH="../usr/shr/guile/1.8"
-- same error

C:\> set GUILE_LOAD_PATH="C:/Program Files (x86)/LilyPond/usr/shr/guile/1.8"
-- same error

Okay, I assume there's a typo in the tutorial. Let's use this one:
C:\> set GUILE_LOAD_PATH="C:/Program Files 
(x86)/LilyPond/usr/share/guile/1.8"
-- same error

C:\> set GUILE_LOAD_PATH="C:\Program Files 
(x86)\LilyPond\usr\share\guile\1.8"
-- same error

Let's check if the directory in GUILE_LOAD_PATH is valid:
C:\> dir /b %GUILE_LOAD_PATH%\ice-9\bo*
boot-9.scm

Now I am convinced that the GUILE_LOAD_PATH is correct. But I failed to 
start the GUILE prompt. Is there something that I have missed? Is there 
a way to learn Scheme with my Lilypond 2.14.2?

Regards,
Helge