The following works for me on XP:

1. Install SrvAny with: instsrv "YourService" c:\the\Path\to\SrvAny.exe
2. Use Regedit to add the following keys:

   [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SrvAny\Parameter
   +s]
   "Application"="\\perl\\bin\\wperl.exe \\test\\service.pl"
   [download]

   Modify the paths to your wperl and script accordingly.

3. Go into the Service Manager, double-click "YourService". Select the "Log-on" tab from the properties dialog and check the "Allow service to interact with desktop" option. Apply and save.
4. This is my minimal service.pl:

   #! perl -slw
   use strict;
   use Win32;
   
   open LOG, '>', 'c:\test\service.log' or die;
   select LOG;
   $|++;
   
   Win32::MsgBox( 'From service.pl at ' . localtime,  0, "Service.pl" );
   
   while( sleep 5 ) {
       Win32::MsgBox( 'From service.pl at ' . localtime,  0, "Service.pl"
   + );
       print scalar localtime;
   }
   
   close LOG;
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   It pops up a message box on startup and every 5 seconds thereafter. (And bloody annoying it is too :)

   It creates and writes to the log file.

YMMV on Vista.