fork works fine under Win32, but if you want to use system and don't want lots of CMD windows, just use the /B (for background) option on the start command and /c on cmd to make the cmd sessions 'go away' of their own volition.

system( 'start /b cmd /c your_command' );
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If you have 5.8 then you can also use threads, the  async() function makes this very easy. The following line will do a dir for each subdirectory below your current directory asynchronously.

use threads;

async( sub{ system "dir $_" } ) 
    for grep -d, glob '.\*';
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Not a very convincing demo, but it does work.