I might be mistaken on that, but I think you can only have Windows open files from the terminal with the default application. That is, the same one that will open by double clicking your file. So if you change it on one context, the other will follow.

If you don't want the default behaviour to be "run perl" for every .pl file, you could always give your test file another extension, like .ple. Or there's the solution of creating a batch file to start your script.