Here's how I rewrote your code, with some explanations. This is like to make your code look more perlish, though this is how *I* 'd see your code (with heavy comments).
Should I code it myself, it would be different again...

#!c:\perl\bin\perl.exe -w
# -w means "warn me if I do anything that i may not want to do (ie: ma
+ke a typo in a var name)"
use strict; #Because God wants it

my $guess; #declare it somewhere like here seems nice

TOP:

my $tries = 10;
my $value = int(rand(200));

print "Pick a number between 0 and 200.\nYou have ",$tries--," guesses
+ left.\n";
#Do it in one line.
#the $tries-- prints $tries and then, decrements it.

while ($tries>0 and defined ($guess=<STDIN>)){
  #since you reread $guess each time, why not write it just once?
  #then until became a while, so I inversed the $tries test too.
  #defined is used because the <STDIN> can be undefined...
  #put the $tries test first, so that it doesn't ask for input when yo
+u're over

  next if $guess!~m/^\d+\n$/;
  #this might be a bit ugly right now
  #just learn this as "it is an integer followed by a carriage return"
+ 
  #And then, read about regexps
  
  if($guess>$value){
    print "You need to guess a lower number.\nGuesses left: ",$tries--
+,"\n"; 
    next; # jump again to the while loop NOW
    #same hacks as above.
  }
  if($guess<$value){
    print "You need to guess a higher number.\nGuesses left: ",$tries-
+-,"\n"; 
    next;
    #same hacks as above.
  }
  #beeing here means we didn't jumped before (the "next"'s were not ca
+lled
  print "You guessed my number in ",(10-$tries)," guesses. Thanks for 
+playing.\n";
  $tries=0;
}

print "Sorry, you ran out of guesses.  My number was $value\n" if ($gu
+ess != $value);
#Since the test is a "simple" if (this) then {just that}
#you can write   just that if (this);
#looks like English. Easy to read.

print "Play Again? (y/n) \n";
chomp(my  $again = <STDIN>);
#chomp ($again);

goto TOP if($again =~m/y/i);#I don't like goto, but that's your code.
#=~ means check this var
#m/foo/ means "does it contain the word foo"
#i means case insensitive
#once again, the if can be written easier

#else not needed!
print "Goodbye!";
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Once again, this is how *I* would see *your* code
Read some nodes, read some tuts and docs, learn the idioms, and then you'll write your perlish perl code.

P!