while(<DATA>){
  # s/\.(?=.*?\.)/_/g;         # can you this if you know you have only the filename
  s#\.(?!.*?/)(?=.*?\.)#_#g;   # This one accounts for paths, and modifies only the filename
  print;
}
__DATA__
test.zip
blah.blah.ext/stuff.bar/test0.file0.new_20060411.zip
test1.file1.new_20060411.zip
test2.file2.new_20060411.zip
test3.file3.new_20060411.zip

##</code><code>##

ls | perl -ne 'chomp; $f=$_; s#\.(?!.*?/)(?=.*?\.)#_#g; print "mv $f $_\n";'