What you're really asking for is a way to define a quoted string on several lines.

As far as I'm aware there is no direct way of doing this. (Like in VB or some such.) You could take a different approach:

print
"This is a long string\n".
"on more than one\n".
"line\n";
[download]

This implies that perl will have to do the concatenation, which 'feels wrong'. But the Perl interpreter will optimize this during the compilation phase and create one long string to be printed.

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Everything will go worng!