Catching messages during delivery

If I deliver an application as decribed in 2.2 of the Delivery User
Guide I open up a console window and start LispWorks with the -init
command line option to run my delivery script.  Then another console
pops up and tons of messages can be seen (or rather they can not be
seen because they scroll too fast) and right at the end there seems to
be a warning that I think is relevant to me because the DLL I deliver
doesn't work.

However, this warning can only be seen for some microseconds before
the second console window closes - certainly not long enough for an
old man like me.  What can I do to catch such warnings or generally to
log the messages in the console window to some file?

Long term question to LispWorks: Are they any plans to make delivering
applications a bit more comfortable and integrated into the IDE?

Thanks,
Edi.