The biggest thing that gets me between the platforms has been the concept of permissions. As others have pointed out, you can't just type "something.pl" and press enter and expect it to run.. linux has no idea that .pl is anything significant. Hence the initial #!/usr/bin/perl line at the top of your program.

But that's only half the story. The most important thing is setting the permissions of the file such that linux knows that the file is executable. You check the permissions of the files in your directory with ls -al and look for the x permission (meaning executable). If it's not there for your script you may want to change it using the chmod command (check the documentation by typing man chmod at the command line in linux).