The LWP library (including the LWP::UserAgent module) is not just for unix. It works great in Windows, and I think it's even part of the core distribution. (It has definitely been included with ActivePerl for quite some time).

There's also WWW::Mechanize (but it uses LWP).

Update: Here's a simple example which uses LWP::UserAgent:

use LWP;
my $ua = LWP::UserAgent->new();
my $request = HTTP::Request->new('GET', 'http://www.perlmonks.org/');
my $response = $ua->request($request);
die("...") unless ($response->is_success());
print($response->content());
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