gaal, your solution is a very nice one and with some modifications will perfectly fit in my program. Thank you.

ysth, I wrote a sample code to show how my program works and then I realized you were right - labels work fine if you call them from different packages. In my situation the program fails because I call end_request from $SIG{__DIE__}.
This is the sample code:

#!/usr/bin/perl

package A;


$SIG{__DIE__} = sub {

    end_request(@_);

};


sub end_request {

    print @_;
    next LOOP;

}


print "start\n";
$x = 0;
LOOP: while($x != 5) {

    $x++;
    #die "die\n" if $x == 3;
    end_request("die\n") if $x == 3;

}

print "end\n";
[download]

If you use it like this it will work, but if you uncomment the #die "die\n" if $x == 3; line you will get a Label not found for "next LOOP" error. Using perl 5.8.4.