Having a CGI run automatically makes absolutely no sense.
CGI is for web-based applications. Perl just happens to be one of the many languages suited for creating CGI applications.
Perl isn't just a CGI language. It's a programming language that can be used for many purposes, including system administration. As long as scripts are non-interactive, they can be run with cron. Cron is installed on most *nix systems. If you use Windows, use one of the many available schedulers.
If for some reason (I can't think of any) you need to run a CGI script, just have a browser download it and exit (e.g.
links -dump or
perl -MLWP::Simple -e'get "..."'.
2;0 juerd@ouranos:~$ perl -e'undef christmas'
Segmentation fault
2;139 juerd@ouranos:~$