You might want to try changing your use
statement to:
(:use compojure.core)
That should do it.
I created a boilerplate template a while back for compojure that has a working example you can see here.
Even better, if you're using Leiningen - which you should - you can simply create a new compojure project like this:
$ lein new compojure hello-world
Checkout compojure's Getting Started for more.