Edit:
lessc does work on Windows now. See the Github page about commandline LESS tools for installation and usage instructions. The Github page with a list of LESS GUI tools might also be interesting.
Original answer:
The lessc command line tool for less.js doesn't work on Windows. If you want command line compiling of your LESS files you should check out this post.
Also be sure to check out WinLess. WinLess is a compiler (with GUI) for LESS. WinLess can watch your LESS files, and automatically compile them when they have changed.
If you are using Visual Studio for your projects you should also check out the BuildEventScript of winless.org.
Be sure to check which compiler is being used when you are using different programs to compile your LESS code. If you are using programs which use different compilers you should watch out for interoperability issues (LESS code working correctly with one compiler, but not with another).