jwkrahn has the right idea. Instead of using Perl to call an O/S specific function, write Perl code that runs on multiple platforms: Windows, Cygwin or Unix.
Perhaps some code like this code for your first system call with grep?
I did not create the test files necessary to actually prove that this works on my Windows system, but this is plausible.
#!/usr/bin/perl
use strict;
use warnings;
use autodie;
#system ('grep -l "DATAmessage.*3\.0" *.xml > 3.0_files_arraydata.txt'
+);
open my $OUT, '>', '3.0_files_arraydata.txt';
foreach my $filename (<*.xml>)
{
open my $in, '<', $filename;
print $OUT "$filename\n" if grep{/DATAmessage.*3\.0/}<$in>;
}
The above code will be slower than Unix grep -l because this code looks at every line of the input file and reports the number of lines that matched, and if >0, that fact causes the filename to be printed. grep -l stops at the first matching line and reports the file name. Speed depends upon how big your files are. A couple more lines of Perl code can emulate the exact grep -l functionality (stop reading the file when the first match is found). I have no idea what File::Grep is and why you would need it. Perl regex is very fast. Literally decades of tweaking have gone into the regex engine.
Anyway, try the above out and see how it goes.