The devil is in the detail. What you haven't explicitly told us in this post is that you're using Microsoft Windows (as you mentioned in the Chatterbox). What you didn't notice was the warnings when you installed the required modules:
t/00_use_ok.t ...... 1/4 WARNING: You don't seem to have any mimeinfo.
+cache files.
Try running the update-desktop-database command. If you
don't have this command you should install the
desktop-file-utils package. This package is available from
http://freedesktop.org/wiki/Software/desktop-file-utils/
I suggest you investigate these issues. It looks as though there are Windows ports of what's required (shared-mime-info, parts of gnuwin32) etc.
Update: Reworded, added some links.
