With

perl -le 'while ("this_is_broken_" =~ /(.*?)_/gs){print "($1) ";}'
[download]

I get

(this)
[download]

as output.

Perl v5.6.1 built for i586-linux (5.6.1 from source on Debian Potato, installed as /usr/local/bin/perl)

Looks like I'm seeing the same problem.

Update: After looking at count0's post further down, I thought I'd check Perl 5.005_03 (for i386-linux installed as /usr/bin/perl - Debian Potato 2.2r4 base packages).

With the same input described above I get

(this)
(is)
(broken)
[download]

as output with Perl 5.005_03 on the same machine - it works, which conflicts with count0's results.