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 is no problems using this style of programming.
To get started on monadic programming in Scheme read
"Abstraction and Performance from Explicit Monadic Reflection"
by Jonathon Sobel, Erik Hilsdale, Kent Dybvig, and Dan Friedman.
Thereafter Search for Monad at readscheme.org
See also: