The first one doesn't work under Win9x either (IIRC). If you are on Win9x, the command shell is so broken that there is no way to get it to send STDERR to a file. Luckilly, you have Perl which means you have lots of ways you could do it:

perl -e "open(STDERR,'>>errors.log'); do 'script.pl'"
perl -e "open(STDERR,'>>errors.log'); exec $^X,'script.pl'"
[download]

to give just a couple that I didn't notice already in this thread. (:

        - tye (but my friends call me "Tye")