Hey,

When you say you have Perl set up on your system and that meaning you have ActiveState Perl installed correctly then my suggestion is this:

Goto your Administration tools, and click Internet Service Manager. Find your website listed, and then click its properties. Click "Home Directory" tab and click the button called Configuration. After that, click the add button to add a extension.

Type .pl or whatever your planning to run most of your scripts as and then add the path:

c:\perl\bin\perl.exe %s %s

Also, if your planning on using taint mode for your scripts, might want to add another extensions called .plt or something and add the path: c:\perl\bin\perl.exe -T %s %s

From there, I'm pretty sure your system would recognize .pl files to be an perl script and to be executed by the Perl interpreter.
I once had a similar problem where when trying to run a perl script through the browser, it'll recognize it as a text file and offer to download it rather then execute it.

Anthony