First make sure that that your server works by typing http://127.0.0.1 into your browser. If you get an error page that that means the server isn't running and you have to start it. If your server is running, Run a script like this:

#!perl
use CGI;
$x = new CGI;
print $x->header, $x->start_html;
print "Hello, World\n",$x->end_html;
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Did that work? your path on Windows should really only have to be #!perl </code>
Update: to answer your question without advocating CGI.pm or assuming that perl is on your path.

#!C:\Perl\bin\perl
print "Content-type: text/html\n\n";
print "Hello World";
#end script
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will probably work just fine. you need to specifically mention the program in C:\Perl\bin that will be interpreting the program, which is of course called perl.exe. the .exe is not necessary, though.