I've had to deal with NT file names a lot lately. I've had the most success escaping the entire file name with \Q...\E, which automatically quotes all pattern metacharacters (not just backslashes). This would turn your unlink line into something like:

unlink "\Q$_\E" or die "\ncan't delete \Q$_\E\n";
[download]

Without the $! error message, I can't say for sure this will fix your problem. If it does, my guess is that it would have to do with something trying to expand the '$' in the file names.

Update:You'll especially want the \Q...\E around $_ in your die message so you can read the file names. Otherwise, the expansion in the double-quotes starts interpreting \b and \n and \r in the middle of your file name...