Monadic programming is made possible in Scheme using a mixture of functions and macros. Even though this programming style isn't widely used in the community, there are no problems using this style of programming in Scheme.
To get started on monadic programming in Scheme read
"Abstraction and Performance from Explicit Monadic Reflection" (pdf)
by Jonathon Sobel, Erik Hilsdale, Kent Dybvig, and Dan Friedman.
Thereafter Search for Monad at readscheme.org
See also:
-- JensAxelSoegaard - 24 Apr 2004
Fixed a minor grammar mistake. Also, we might mention that this style of programming comes from the Haskell language http://www.haskell.org.
-- MichaelVanier - 17 Sep 2004