you need to find auth (out ;-) which authentication methods the server supports. Therefore look into the responses' HTTP Header (you may use any client without credentials to get that response).
You'll see something like
WWW-Authenticate: Basic realm="RealmName"
Then you need to use the authentication method appropriate for the server (being a Sharepoint site it's probably either Basic or NTLM - Basic is much easier to implement but insecure unless you're communicating over HTTPS).
See SOAP::WSDL::Manual::Cookbook on how to do provide credentials for these authentication methods.