What I am looking for is a step by step guide that will allow me to attach to the dll and converse with it

If you're simply trying to access the functionality of mydll, that's usually done by using either Win32::API or Inline::C (if you have a C compiler). I prefer Inline::C. It comes with an excellent cookbook (accessible as perldoc Inline::C-Cookbook) which includes an example of how to access user32.dll's MessageBoxA() function. Win32::API has reasonable documentation, too.

I've never used Win32::OLE, and don't really understand its application - so perhaps I'm missing the point. I did try running your code wrt user32.dll and got precisely the same errors as you.

Cheers,
Rob