Works for me too, even inside Tk:

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

my $mw = MainWindow->new;

    my $key = $mw->Button(
       -text    => 'Okay', 
       -width   =>  '10',
       -command =>  sub {
       my $cmd = q(perl -e 'warn "bad\nbad2\n"');
       $pid = open(ERROR, "$cmd 2>&1 >/dev/null|");
           while (<ERROR>) {
           print "ERROR: $_\n";
           }                        
       }
   )->pack;

MainLoop;
[download]

Are you in Win32? STDERR redirection can definitely be flakey in win95 and win98 IIRC.

--Bob Niederman, http://bob-n.com