Just wondering, are you running this as CGI or as an ASP application using PerlScript? In the former case then as far as I know those variables ought to work, but just to be sure you may want to try creating a test script that does a little:

print join ' ', keys %ENV;
[download]

or something like that. Also, I think those variables all rely on HTTP or NTLM authentication. Have you set that up properly in IIS?

In the case of ASP, I'm not sure those environment variables get set. In that case you may have to use $Request->ServerVariables('whatever') to get the values. But I may be wrong.