You can control the display of error dialogs through the API SetErrorMode(). Using Win32::API::Prototype it looks like this. See the link for possible values of the argument and note that they are bit flags that can be or'd together.

#! perl -slw
use strict;
use Win32::API::Prototype;

ApiLink( 'Kernel32', q[ UINT SetErrorMode( UINT uMode ) ] );

SetErrorMode( 0x8000 ); ## Updated per ikegami's correction below.

if( -e $ARGV[ 0 ] ) {
    print 'Found it?'
}
else {
    print 'Not found';
}
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