If your only interested in sending out mails, there is no need to use mercury, as it´s a complete mail server.
Just open up your php.ini located in /xampp/apache/bin and edit the line about smtp server, type in the one assigned to you by your ISP.
And php will take care of sending out your mails.
If your looking for a complete windows mail server, with pop3, smtp, imap ect. take a look at Merak mail server
it aint free, but worth the money.
I know this is a old topic but it might help other people.