open(STDOUT, '| more') or die;
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Also keep in mind that if you might have other output after what's paged is done it'd be a good idea to keep the original STDOUT around.

local( *SAVESTDOUT );
open( SAVESTDOUT, ">&STDOUT" ) or warn "Can't dup STDOUT: $!\n";
my $pager = $ENV{PAGER} || 'more';
open( STDOUT, "| $pager" ) or die "Can't open pipe to $pager: $!\n";
while( <COMPRESSED> ) {
  print "Wubba: $_" if /wubba/i;
}
close( STDOUT );
open( STDOUT, ">&SAVESTDOUT ) or warn "Can't dup SAVESTDOUT: $!\n";
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Or just use a different handle than STDOUT for your output to begin with (possibly using one-arg select() to change the default output handle as necessary).

    open my $in  => "zcat $file |" or die;
    open my $out => "| more" or die;
    while (<$in>) {
        # do something.
        print $out $_ or die;
    }
    close $in  or die;
    close $out or die;
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Abigail

For example, if you happen to be using unix/x-windows, and the perl script is providing some convenient controls on file selection, then a nice work-around within your perl script could be:

 ...
 system( "xterm -e 'zcat $file | less' &" );
 ...
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I expect there's a way to do the same thing with ms-windows -- i.e. without x-windows/xterm -- assuming you have ms-win versions of a unix-like shell and the command line tools involved.