In Bourne Shell (only 3 programs, but that's cuz I'm lazy):

#!/bin/sh -x
FILE1=$1
FILE2=$2
FILE3=$3
FILE4=$4

prog1.pl $FILE1 $FILE2
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Belch in prog1.pl: $STATUS"
 exit $STATUS
fi

prog2.pl $FILE2 $FILE3
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Belch in prog2.pl: $STATUS"
 exit $STATUS
fi

prog3.pl $FILE3 $FILE4
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Belch in prog3.pl: $STATUS"
 exit $STATUS
fi
[download]

Or, if the intermediate file names don't matter, and the intermediate files aren't too big:

#!/bin/sh
FILE1=$1
FILE2=/tmp/file.$$.1
FILE3=/tmp/file.$$.2
FILE4=$2
SAFE=/path/to/save_file.$$

prog1.pl $FILE1 $FILE2
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Belch in prog1.pl: $STATUS"
 exit $STATUS
fi

prog2.pl $FILE2 $FILE3
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Belch in prog2.pl: $STATUS"
 mv $FILE2 $SAVE
 exit $STATUS
fi

prog3.pl $FILE3 $FILE4
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Belch in prog3.pl: $STATUS"
 mv $FILE3 $SAVE
 exit $STATUS
fi

#Clean-up temp files
/bin/rm -f $FILE1 $FILE2
STATUS=$?
if [ $STATUS != 0 =; then
 set +x
 echo "Error removing temporary files"
 echo "$FILE1 and"
 echo "$FILE2."
 echo "Please clean-up by hand"
 exit $STATUS
fi
[download]

That answers your original question. That having been said, the answers given above are much better ideas. This way does give you a couple of break points so that if prog4.pl chokes, you still have the output from prog3.pl and a place to start debugging prog4.pl

Hope this helps, thor