I'm tryed to use PerlEX, fast_cgi, CGI and PERL.ASP (.net) under IIS.
finnaly stoped on PERL.asp (ActiveState). In this case, perl's source compiling (internaly to .net dll) once by first query.
See maillist for info:
http://aspn.activestate.com/ASPN/Mail/Browse/Threaded/perl.net