something *very* strange (to *me*). Please help!

[sshteingold@cctrading.com]

     Sorry about such a non-descriptive subject. I really have no idea 
     about
     what's going on!
     In CLISP:
     
     (let ((l (do ((i 0 (1+ i)) r) ((= i 3) (nreverse r))
             (push #'(lambda () i) r))))
       (mapcar #'funcall l))
     
     ==> (3 3 3)
     
     I would expect (0 1 2)
     
     What is going on?
     How do I get the desired result?
     (declaring i special doesn't change anything)
     Thanks.
     
     -- 
     Sam Steingold