You should use warnings; use strict; at the top of all your scripts, and you should check the return values of functions for errors (in this case opendir). Here's a version incorporating that and a bit of cleanup:

#!/usr/bin/env perl
use warnings;
use strict;
use IPC::System::Simple qw/system/; # recommended but optional

opendir my $dh, "." or die "opendir failed: $!";
my @files = grep {/\.dbf$/} readdir $dh;
closedir $dh;

foreach my $file (@files) {
    system(qq{dbf_dump --fs "," "$file" > $_.csv})==0
        or die "system() failed (\$?=$?)";
}
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Note the error handling code on system isn't really needed if you use IPC::System::Simple.