Don't be surprised. Its reasonably well known in the Perl community that MS uses Perl for its own purposes (supposedly testing) and that they spent a fair amount funding Activestate to make Perl under Win32 viable. (I recall mention of 2 Million dollars...). The MS scripting host supports perlscript and you can use perlscript from within MS SQL Server.

The thing I find funny about it is IMO learning perl on Win32 is a great way to become familiar with *NIX. By the time youve learned perl to a decent level you will ahve implicitly absorbed a large amount of *nix concepts, if only through learning how Win32 does them differently.