According to this patch submission on ActiveState's programming forums it is a bug in Perl/Tk on Win32.

The discussion is from March last year, it might be that a recent version already has this solved. If not, a link to the SVN repository is supplied as well.

Software speaks in tongues of man.
Stop saying 'script'. Stop saying 'line-noise'.
We have nothing to lose but our metaphors.

In reply to Re: Tk getOpenFile, can't get -initialdir to work by Erez
in thread Tk getOpenFile, can't get -initialdir to work by mifflin

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