Well, exit or die would work under unix, so switch to Linux and your life will be much better ;^)

However, if that's not an option, then any OS will let you do something like:

  $Done = 0;
  sub myhand { print "Caught SIGINT\n"; $Done = 1; }

  ...
  while(1) { 
    sleep(1); 
    $Done && die "Time to go";
  }
  ...
[download]

I'd also like to warn you that if you use system, or sleep you're signal handlers may get reset for INT and ALRM respectively, so what's in the run loop may contribute to your woes... I'm not sure what Windows side-effects to look for...

/charles