These work:

HTML at: http://www.blah.com/page.html
Perl script at: http://www.blah.com/cookie.pl

HTML at: http://www.blah.com/page.html
Perl script at: http://www.blah.com/cgi-bin/cookie.pl

This doesn't work:

HTML at: http://www.blah.com/content/page.html
Perl script at: http://www.blah.com/cookie.pl