Others have answered the direct question. I liked broquaint's solution best because, instead of trapping an error in an eval, it just makes a decision based on the OS.

Just one other thought though. It seems that if you continue down this road you're going to have a lot of "if ( $^O =~ /^Win/ ) {...} else {...}" logic scattered throughout the program. It may be advantageous to write a module that handles all this for you. The module would serve as an OS-independant wrapper interface that inherits from the OS-dependant modules you're using. Here's what I was thinking: (Warning, this is untested pseudocode):

package UniWin;
BEGIN {
    if ( $^O =~ /^MSWin/ ) {
        require Win32::Setupsup;
        import Win32::Setupsup;
        @ISA = qw/Win32::Setupsup/;
    } else {
        require Expect;
        import Expect;
        @ISA = qw/Expect/;
    }
}

# Here you write a OS-generic wrapper around any OS 
# specific uses of Win32::Setupsup and Expect.  
# For example, if Setupsup has a "Win_This()" method and
# Expect has a "Unix_This()" method, you would write a
# wrapper called This() which invokes either method
# depending on which OS you're using...

1;

package main;
use strict;
use warnings;
use UniWin;
# ..........The rest of the program goes here...
[download]

This has the advantage of creating an OS-generic interface to whichever module you ended up loading in an OS-dependant fashion. That will allow the remainder of your code to concentrate on just doing things one way.

That's just a thought...