MapServer does not support WMS
The MapServer itasca demo on the LiveDVD does not support WMS. It is missing a projection definition and the ows_enable_request settings. I reported that two month ago http://lists.osgeo.org/pipermail/live-demo/2011-June/003504.html
It is not possible to use the demo in uDig/QGIS/MapProxy/etc. The MapServer demo/quick guide works, but it should also support WMS since we (OSGeo) advocate open standards.