thunders - you're completely correct about how the ActiveState installer associates the 'pl' extension with perl.exe by default. But that's not the same thing as making files with a 'pl' extension truly executable.

Notice that Paul says he tried typing the script name at the DOS prompt and got a "bad command or filename" in response.

Double-clicking the file in Windows Explorer causes the filename to be sent to the perl.exe program, which then tries to parse and execute the code in the file. On my Windows machine, the command that Explorer issues when I double-click on a *.pl file is this:

C:\Perl\bin\Perl.exe "%1" %*
[download]

You mentioned the Windows 'File Types' dialog - while you're there, find 'Perl file', click 'Edit' - select the 'Action' called 'open' and click 'Edit'. Here's where you'll see that command line.