Yepp, that's the way MIME::Lite works on Windows. Recent versions should auto-detect a missing sendmail executable, IIRC.
See the docs.
Adding MIME::Lite->send("smtp", $mailserver); or MIME::Lite->send("smtp", $mailserver, AuthUser => $username, AuthPass => $password); before creating or using any MIME::Lite object should do the trick.
Today I will gladly share my knowledge and experience, for there are no sweeter words than "I told you so". ;-)