Windows Explorer | Tools | Folder options | File Types tab. Locate the PL association and click the advanced button. Leave the default 'open' to cope with normal running of Perl scripts. Add a new action 'launch' with the following as the command.

cmd.exe /K C:\Perl\bin\perl.exe "%1" %*
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Close all the dialogs. You can then right click and 'launch' the application. The command windows opens, runs the script and stays open for furter input. i.e. to run your app again with some args.