Not sure if you mean from a perl script or not. From system command line (in Linux), this works:

export PERLMONKS=EDUCATIONAL.

I believe that settings made using this format (system call from script) will persist after your script has finished, but not to other web processes, for example.

Update: Not it won't. :-( That'll teach me not to test first. :-) The above does work from command line though.