Hard to say.
I haven't ever tried Mercury as I usually work on Linux.
I would first suggest trying to apply the windows bugfix, this is achieved by passing through a true value on instantiation, i.e.:
$mail =& new vlibMimeMail(true);
If this doesn't work try posting the headers from the output produced by the get() method, and also it might be worth giving us your php version.
Regards,
Kelvin