If you have IIS installed on your XP machine, you can just install activestate's active perl and it will automatically configure IIS to use perl for .pl files. But again, you haven't mentioned what web server you're using locally or even remotely.
IIS is typically prone to viruses and worms more so than any other web server. I would advise against it for home use -- use it only when behind a tightly controlled firewall and when software components specifically require IIS over other alternatives (such as Apache on win32, or better yet, on Linux/BSD).