First the bug, don't make a project named "test" in Leiningen or else it will throw a NullPointerException.
Second, when getting Leiningen 1.4.1 installed on Windows 7 64bit, I had to jump through a few hoops. Firstly, don't place the lein folder in "Program Files (x64)". Put it in "Program Files" instead. The parentheses will mess up the lein.bat script otherwise.
Secondly, after running "lein self-install", you'll have to fetch the downloaded "leiningen-1.4.1-standalone.jar" file from "C:\Users\my_user_name_here\AppData\Local\VirtualStore\Program Files\lein" and move it into "C:\Program Files\lein". (Refer to this).
I'm assuming you've copied the lein folder into "C:\Program Files" of course.