You can fix that by changing the default action associated with the .pl extension. To do that you need to go to: explorer->tools->folder options->File Types->Extensions->PL->Advanced->Open->Edit
If you set that to something like c:\Perl\bin\perl.exe" "%1" %* you will automatically invoke the perl interpreter rather than notepad.
From this interface you can also add a separate option to be shown on right-click context menus. For example, you can set "Edit" as an option that uses notepad, but have it default to "Open" with the interpreter.