Now that you've got it working, here's a more fundamental question:

Why are you bothering with the regex in the first place? Each $file in @files must already begin with "cold" because that's what you've globbed for. So in your code, the regex pattern always matches and the system() command will never run.

You might mean something like this instead:

chdir 'D:\COLD\DULS' or die "Can't chdir: $!";
my @files = glob ('cold*');
if (scalar @files)
{
  foreach my $file (@files)
  {
    print CBDOWNLOAD "Cold Backup file exists for DULS for $FileName.\
+n"
    ...
  }
}
else
{
  system ('awtrap -h RLGH -f DULS "DULSVASG001:  Unable to download th
+e file."'); 
}
[download]

Unless I'm misunderstanding your intent, which is perfectly possible...

buckaduck