At first I shyed away from replying with some uninformed and untested code, but seeing crazyinsomniacs short and not that accurate reply, I'll have to take a stab at this.

Update: Research before you type. Of course, crazyinsomniac was right, but his answer was a bit too short for my taste :).

Further update: Digging deeper through the Win32::OLE documentation, events now seem to have Alpha support. So maybe it is possible. I'll dig some more ... Yes - it looks like the code below could actually work ...

Please do note, that your script uses many features that I am not sure Perl can use already ... I'm also not so sure about whether my code will actually work, but it will be a pointer in a direction that offers further frustration :)

#!/usr/bin/perl -w
use strict;

# We'll be dealing with OLE stuff, so we need Win32::OLE
use Win32::OLE qw(EVENTS);

my $Test;

$Test = Win32::Ole->GetActiveObject( "MMT.VideoServeAutomation.1" );

# so far so good. I'm in real doubt that Win32::OLE implements
# OLE events as they aren't for the faint of heart and require
# some kind of multi-threading or at least polling of a
# message queue.
# Reading the documentation for Win32::OLE, it clearly
# states that OLE events are not supported. So crazyinsomniac
# is actually quite right with his statement that it can't
# be done in Perl. D'oh.

# Hehe - all is not lost - Win32::OLE comes to the rescue
Win32::OLE->WithEvents( $Test, \&EventHandler );

sub EventHandler {
  my  ($Obj, $Event, @Args) = @_;

  print "Got event $Event\n";
 
  # Here is some guesswork how to find out the "right" event ...
  if ($Event =~ /^Connected/i) {
    # I hate message boxes popping up ...
    print "Hello\n";
  } elsif ($Event =~ /^DisConnected/i) {
    print "Goodbye\n";
  } elsif ($Event =~ /DTMFTone/i ) {
    print "Tone :", join(" ", @Args ), "\n";
  }
};

# Now we got the events set up, and we only need to loop
# until the user terminates our program ...
# I hope that sleeping 100 ms on each turn dosen't 
# hit any OLE timeouts ...
while (1) {
  sleep( 100 );
};
[download]

This is completely untested, as I'm on a Linux machine right now. Maybe it will actually work !