With an up-to-date version from anarchi repo I've got quite different results, macro executed printed twice when executing the macro. Smells like a bug.
I really nice and pleasant environment to work with, the possibility for a fast lookup/modify of any piece of code and related documentation impressed me. They have a lot of interesting thing on language front as well, it worth to look at.
It's working fine even with a recent development version of mzscheme. I tried with mz-3.99.0.11, all you need is to replace set-c{a,d}r! to set-mc{a,d}r!