I'm a bit confused as to your scenario. I think you have something like the following:

You are trying to run example.exe from a perl script that you wrote. Unfortunately, example.exe requires that the MYVAR environment variable be set. To do this, you could do something like this in your perl script:

$ENV{MYVAR} = "MYVAR value";
[download]

To elaborate, web servers (or at least Apache; I have little experience with others) tend to trim their environment so as to limit the amount of damage a black hat could wreak on a server where the environment was left in tact, so to speak. So, if you need a special environment variable set for something to run, you should set it explicitly as I demonstrated above.