here my snipp-experience:

in the properties of the virtual web you arre intended to run pl or cgi script go to homedirectory->apllication->configuration ADD .pl c:\path\to\perlis.dll all verbs(or path\to\perle.exe %s %s)

THEN i have found that iis need, if you want to exit with html output from cgi, use CGI (-nph); this is the option no parsed headers that I don't know so well but it run.

plz share your win32/IIS code ;)
greetings lor*