See this thread (Fetch a cookie to disable X10 popup ads) for a demo of using Win32::OLE to do it.

Update: I'd use Win32::OLE to do it!

#!/usr/bin/perl
use strict;
use warnings;
use Win32::OLE;

# your date creation code
my $date = sprintf("%04d%02d%0d",
                   (localtime)[5]+1900,
                   (localtime)[4]+1,
                   (localtime)[3] );
# URL to get
my $url = "http://www.moviefone.com/showtimes/closesttheaters.adp?date
+=$date&skip=5";

# Start IE
my $ie = Win32::OLE->new('InternetExplorer.Application') 
    or die "Error getting IE instance: " . Win32::OLE->LastError();

# Show me IE, otherwise I won't know if it worked
$ie->{Visible} = 1;

# Navigate to the URL
$ie->Navigate($url);

# sleep until the page is loaded
do {
    sleep(1);
} until ($ie->{ReadyState} == 4);

# do something useful here

# kill IE when done
$ie->quit;
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