I know you already accepted the answer, but for future visitors to this question, I recommend Chicken Scheme. It tends to produce much smaller executables than mzscheme does. Take the following hello world application, for instance:
(define (say-hello name)
(print (string-append "Hello, " name))
(newline))
(say-hello "Earthling")
Compiled with mzc --exec mztest hello.scm: 3.3M
Compiled with csc hello.scm -o ctest: 16k
And if you're after library support, Chicken provides Eggs Unlimited, which is like PlaneT for mzscheme (or gems for ruby).