You are obviously on Win32 and double clicking on the icon for your script. Do this:

Click Start 
Click Run
Type Cmd [ENTER]

This will give you a persistent console window. 

Now navigate to where your program is (there are easy and harder place
+s to leave it)

examples:

cd Foldername 
cd C:
cd C:\\Documents and Settings\Username\Desktop\Folder\script.pl

You can use DIR command to see where you are and what you have there.

Now run it. Either of these will work

script.pl

perl script.non.pl.ending
[download]

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