Maybe you can help us provide better solutions for the problem by telling us more about the actual problem you're trying to solve?

Other than that, the straightforward approach is:

BEGIN{system("tar -xzvf XX.tar.gz")}

use strict;
use lib "./"
use XX;
[download]

... or, according to BEGIN:

system("tar -xzvf XX.tar.gz");

use strict;
require './XX.pm';
XX->import();
[download]

Also see Module::Load maybe.