What Perl installation are you using on Windows (ActiveState...what version?) and can you run the following code (taken from the perldoc): 
 use Fcntl ':flock'; # import LOCK_* constants

 sub lock {
     flock(MBOX,LOCK_EX);
     # and, in case someone appended
     # while we were waiting...
     seek(MBOX, 0, 2);
 }

 sub unlock {
     flock(MBOX,LOCK_UN);
 }

 open(MBOX, ">>/usr/spool/mail/$ENV{'USER'}")
         or die "Can't open mailbox: $!";

 lock();
 print MBOX $msg,"\n\n";
 unlock();

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In reply to Re: Error in CGI::Session on Windows: flock() not implemented by InfiniteSilence
in thread Error in CGI::Session on Windows: flock() not implemented by sara2005

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