This is possibly because PerlScript was not registered as an ActiveScripting provider when you installed Perl - you can check this by opening regedit and looking for a key:

HKEY_CLASSES_ROOT\CLSID\{F8D77580-0F09-11D0-AA61-3C284E000000}
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This should have have an InProcServer sub-key with a value of c:\perl\bin\perlSE.dll as well as an OLEScript key.

You could hand edit the registry to put this in - (you will also need to set the correct ImplementedCategories key) - but the easiest way to remedy is to reinstall ActivePerl

/J\