I asked this same question some time ago in the Mapserver user list but I did not get very much help there. Perhaps my problem is then something related to MS4W.
My trouble is that cannot get the OGR output to work. All my trials have stopped to an error that seems to mean that Mapserver can't write out a temporary file into a temporaty directory under TEMPPATH.
I prepared a zip file containing both the data and a mapfile. After unzipping them to a directory \MS4W\map it should be possible to run the following requests.
I probably mentioned this in your MapServer thread: I did a lot of
testing of outputformat on windows with MS4W, and you can follow along
the discussion at http://trac.osgeo.org/mapserver/ticket/3751 - I
believe those tests were with MapServer 6.2-dev.
Regarding temp file location problems: I have seen this reported
recently for both linux and windows users. However I did not hit those
issues when testing ticket:3751
I think the best way forward would be to create a small test package,
then make sure you can duplicate the problem with MapServer trunk
(6.2-dev) on both Windows and Linux; then file the ticket in MapServer
Trac. Please CC me in the ticket.