You can simply read data from the console by doing:

print "Please enter the output filename:\n";
my $filename = <STDIN>;
$filename =~ s/\s*$//; # remove newline and other whitespace at the en
+d
[download]

For fancier things, there are ExtUtils::MakeMaker::prompt, IO::Prompt and IO::Prompter.

Also consider allowing the user to pass in the filename directly on the command line instead of asking the user afterwards, or simply directly giving a filename based on the input filename and date/time of run and letting the user rename the file afterwards.