OpenLDAP v2.2.29
With the help of Matthias Mohr, I managed to overcome the problem stated here. Here's the solution as recommended by Matthias:
> error loading ucdata (error -127)
It seems that it is unable to find the ucdata files (or it's directory is not correctly set in the slapd.conf) You need something like that at the top of your slapd.conf:
ucdata-path ./ucdata
And of course the directory ucdata including several *.dat files should be there...If this doesn't work you may try to put an absolute path to your ucdata directory in, although it should work with relative ones...
With that, I managed to set up the OpenLDAP server on my WinXP SP2 laptop.