As imp has said, the -I option is a feature of the parsing of the command line, when the command is "perl". Unfortunately, you don't get the ability to jack in such command line options to perl, when you are using a file type association for .pl type files.
You can get some command line options by passing them in on the shebang (#!) line:
#!perl -wT
Not sure if this would work with -I on Windows: try it. If this doesn't work, there are two other approaches that will definitely work: set PERL5LIB=C:\perl-programs\modules (semicolon separated list of paths on Windows) or add a use lib into the script.
--
Oh Lord, won’t you burn me a Knoppix CD ?
My friends all rate Windows, I must disagree.
Your powers of persuasion will set them all free,
So oh Lord, won’t you burn me a Knoppix CD ?
(Missquoting Janis Joplin)