Python

When I learned Python I installed it on windows with a nice gui installer and all .py files would automatically run in python, from the command line or explorer.

I found this very intuitive and easy, because I could instantly make plain text files and run them.

Lisp

I'm starting to learn lisp and have decided (from reviews) that SBCL is not a bad lisp implementation.

Is there a way to setup SBCL to run .lisp files as easily as with Python?

Are there other lisp implementations that have this?