Is there something wrong with my Perl (v5.8.0)

Yes, many many things detailed in the various perldeltas

or did I miss anything?

Yes you did. When you say -lsay_hi this means look for libsay_hi.a which maybe links to libsay_hi.so , or maybe is a static library

You're missing libsay_hi.a

Another tip is use 

use Cwd();
use Inline C => Config => BUILD_NOISY => 1, CLEAN_AFTER_BUILD => 0;
use Inline CPP => <<'END', NAME => 'doodle', INC => "-I.", LIBS => "-l
+say_hi";
#include "say_hi.h"
void test(){
    return say_hi();
} 

END
test();
__END__

[download]
and then examine doodle directory to work out whats what .

In reply to Re: use Inline CPP to call function in so file not working by Anonymous Monk
in thread use Inline CPP to call function in so file not working by codesoar

Title:
Use:  <p> text here (a paragraph) </p>
and:  <code> code here </code>
to format your post, it's "PerlMonks-approved HTML":


  • Posts are HTML formatted. Put <p> </p> tags around your paragraphs. Put <code> </code> tags around your code and data!
  • Titles consisting of a single word are discouraged, and in most cases are disallowed outright.
  • Read Where should I post X? if you're not absolutely sure you're posting in the right place.
  • Please read these before you post! —
  • Posts may use any of the Perl Monks Approved HTML tags:
    a, abbr, b, big, blockquote, br, caption, center, col, colgroup, dd, del, details, div, dl, dt, em, font, h1, h2, h3, h4, h5, h6, hr, i, ins, li, ol, p, pre, readmore, small, span, spoiler, strike, strong, sub, summary, sup, table, tbody, td, tfoot, th, thead, tr, tt, u, ul, wbr
  • You may need to use entities for some characters, as follows. (Exception: Within code tags, you can put the characters literally.)
            For:     Use:
    & &amp;
    < &lt;
    > &gt;
    [ &#91;
    ] &#93;
  • Link using PerlMonks shortcuts! What shortcuts can I use for linking?
  • See Writeup Formatting Tips and other pages linked from there for more info.