Apparently you can't...

Note: you didn't explicitely mention this, so I will: the DATA handle belongs to the package the end of the source file is in. For your script, that would be main::DATA. In case your proposed mechanism would have worked, it'd still have gotten broken if you had a package statement before the end of the script.

Now, as for alternatives: you could add an explicit sub call that gets the data. It works, but doesn't look all that nice:

# The module:
package Foo;

sub get {
    my($caller) = caller;
    no strict 'refs';
    local $/;
    scalar readline "$caller\::DATA";
}

1;


# The main script:
use Foo;
print Foo->get;
__DATA__
Whatever you want...
[download]

As an alternative idea, you can use a here-doc instead of a DATA section. That way you can do it while importing. Like this:

package Foo;

sub import {
    shift;
    my($caller) = caller;
    no strict 'refs';
    ${"$caller\::foo"} = shift;
}

1;


# The main script:
use Foo << '_*_';
This is my data
over two lines!
_*_

print "\$foo = '$foo'\n";
[download]