I think the others have answered your question about how to get the line number in the file-reading loop using $.. But your question also seems to be "How do I save off the value for later use?" Maybe I'm misunderstanding the question, or maybe my answer is blindingly obvious to you once you know about $., but here is an example (using your own example code) of how you might save off that info for later use when you process the data you collected:

while (<MYFILE>)
{
  $alldata .= $_ ;

  if(/(\S+)\s+(\d+)/)
  {
    $mylist{$1} = {value => $2, linenum => $. };
  }
}
[download]

You see that instead of just saving off the right-hand value ($2) as a scalar value in the (badly-named) hash %mylist, the value is a hash-reference which contains the value and the line-number it was found on. You would then access the values along the lines of:

for my $key ( keys %mylist )
{
  my $value   = $mylist{$key}{value};
  my $linenum = $mylist{$key}{linenum};

  print "$key has value $value, found on line $linenum\n";
}
[download]

HTH