It is a bit difficult to see what you are trying to do. Maybe, if I will tell you what you are doing you will see the error yourself? :) Here we go:

# Save input from STDIN into $file
my $file = <STDIN>;

# If $file matches one letter or number, then underscore
# and then .dat, then do the block.  By the way, you are
# missing the closing bracket for the block. :)
if ($file=~/[a-zA-Z0-9_]\.dat/){

# Open file or die with some error.
open(DATOS, "$file") || die "No se puede abrir el archivo, o no existe
+ en el directorio";

# Read file line by line
while (<DATOS>){

# Initialize array @lines
my @lines;

# Initialize array @line and make it equal to an
# empty array @lines, if the line from file starts with 
# the digit.
my @line = @lines if m/^\d/;

# Print empty array @lines
print "@lines";
[download]

Anyway, after I went through your code and annotated it (grin), I think I know what you are trying to do. ;) If you want to read the file and print out only those lines which start with digit (like you did in your commented out print statement), then you are looking for something like:

# Initialize array @lines
my @lines;

while (<DATOS>) {

 # Add line from file to array @lines if line starts with 
 # digit
 push @lines, $_ if m/^\d/;

}

# Print array @lines after all processing has been done.
print @lines;
[download]

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