First, thank you for your help, I try to summarize my tries.

I already did try HTTP::Daemon and I get the error:

  The proxy is currently unable to handle the request due to a 
  (possibly) temporary error. Extended error information is: 

  Failed to forward the request to the web server at p30381:1060. This
  may be due to a firewall configuration error or a DNS failure.
[download]

p30381 is the Hostname of my PC, using the IP address gives the same result. Ping 'p30381' works. IE uses automatic configuration, I think any options can only be changed temporay.
But - thanks dws - 127.0.0.1 works, localhost does not. But that is not really a Perl problem.

Corion, I already voted on your node 224692, which already was great fun. I have to dive a bit deeper into the Roth Consulting stuff, but it looks as if it could help. I am still not sure, wether I can use any kind of HTTP-Daemon or not, so this may be a way.

--
And it came to pass that in time the Great God Om spake unto Brutha, the Chosen One: "Psst!"
(Terry Pratchett, Small Gods)